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

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"Provides a thorough 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 pedagogic style"--

Bibliographic Details
Main Author:	Broverman, Samuel A., 1951-
Language:	English
Published:	New Hartford, CT : ACTEX Learning, [2017]
Edition:	Seventh edition.
Subjects:	Interest > Mathematical models. Interest > Problems, exercises, etc. Intérêt (Économie) > Modèles mathématiques. Intérêt (Économie) > Problèmes et exercices. Interest. Problems and exercises. Exercise books. Problèmes et exercices.
Genre:	Problems, exercises, etc. Problèmes et exercices. Problems and exercises. Exercise books.
Physical Description:	xii, 613 pages ; 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.