Mathematics of investment and credit / Samuel A. Broverman, PHD, ASA, University of Toronto.

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"This text is a through treatment of the theory of interest, and its application to a wide variety of financial instruments. It emphasizes a direct-calculation approach to reaching numerical results, and uses a gentle, thorough pedagogical style"--

Bibliographic Details
Main Author: Broverman, Samuel A., 1951- (Author)
Language:English
Published: Winsted, CT : ACTEX Publications, Inc., [2015]
Edition:Sixth edition.
Series:ACTEX academic series.
Subjects:
Interest > Mathematical models.
Interest > Problems, exercises, etc.
Interest.
Problems and exercises.
Genre:
Problems, exercises, etc.
Problems and exercises.
Physical Description:xii, 580 pages : illustrations ; 23 cm.
Format: Book
Contents:
  • Interest rate measurement
  • Valuation of annuities
  • Loan repayment
  • Bond valuation
  • Measuring the rate of return of an investment
  • The term structure of interest rates
  • Cashflow duration and immunization
  • Additional topics in finance and investment
  • Forwards, futures, swaps, and options
  • Answers to selected exercises
  • Bibliography
  • Index.