An Introduction to the Mathematics of Finance
A Deterministic Approach
Published on 21. January 1989
Book
Hardback
480 pages
978-0-7506-0092-7 (ISBN)
Description
There is a concise but thorough treatment of the basic compound interest functions, nominal rate of interest, and the yield (or internal rate of return) and there are many examples on discounted cash flow. Also discussed are applications of the theory to capital redemption policies (with allowance for income tax, capital gains tax and index-linking), and consumer credit calculations. The final chapter provides a simple introduction to stochastic interest rate models.
More details
Language
English
Place of publication
Oxford
United Kingdom
Publishing group
Elsevier Science & Technology
Target group
College/higher education
Dimensions
Height: 234 mm
Width: 156 mm
Weight
870 gr
ISBN-13
978-0-7506-0092-7 (9780750600927)
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Content
Preface; Theory of interest rates; The basic compound interest functions; Nominal rates of interest: annuities payable pthly; Discounted cash flow; Capital redemption policies; The valuation of securities; Capital gains tax; Cumulative sinking funds; Yield curves, discounted mean terms, matching, and immunization; Consumer credit; An introduction to stochastic interest rate models; Index.