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数学利息理论 (第二版)（影印版）

样章
作者：
Leslie Jane Federer Vaaler, James W. Daniel
定价：
199.00 元
版面字数：
760千字
开本：
16开
装帧形式：
精装
版次：
1
最新版次
印刷时间：
2021年
ISBN：
978-7-04-055627-8
物料号：
55627-00
出版时间：
2021-03-01
读者对象：
学术著作
一级分类：
自然科学
二级分类：
数学与统计
三级分类：
金融数学
暂无
  • 目录
    • 前辅文
      • 0 An introduction to the Texas Instruments BA II Plus
        • 0.1 Choosing a calculator
          • 0.2 Font convention
            • 0.3 BA II Plus basics
              • 0.4 Problems, Chapter 0
              • 1 The growth of money
                • 1.1 Introduction
                  • 1.2 What is interest ?
                    • 1.3 Accumulation and amount functions
                      • 1.4 Simple interest / Linear accumulation functions
                        • 1.5 Compound interest (The usual case!)
                          • 1.6 Interest in advance / The effective discount rate
                            • 1.7 Discount functions / The time value of money
                              • 1.8 Simple discount
                                • 1.9 Compound discount
                                  • 1.10 Nominal rates of interest and discount
                                    • 1.11 A friendly competition (Constant force of interest)
                                      • 1.12 Force of interest
                                        • 1.13 Note for those who skipped Sections (1.11) and (1.12)
                                          • 1.14 Inflation
                                            • 1.15 Problems, Chapter 1
                                            • 2 Equations of value and yield rates
                                              • 2.1 Introduction
                                                • 2.2 Equations of value for investments involving a single deposit made under compound interest
                                                  • 2.3 Equations of value for investments with multiple contributions
                                                    • 2.4 Investment return
                                                      • 2.5 Reinvestment considerations
                                                        • 2.6 Approximate dollar-weighted yield rates
                                                          • 2.7 Fund performance
                                                            • 2.8 Problems, Chapter 2
                                                            • 3 Annuities (annuities certain)
                                                              • 3.1 Introduction
                                                                • 3.2 Annuities immediate
                                                                  • 3.3 Annuities due
                                                                    • 3.4 Perpetuities
                                                                      • 3.5 Deferred annuities and values on any date
                                                                        • 3.6 Outstanding loan balances
                                                                          • 3.7 Nonlevel annuities
                                                                            • 3.8 Annuities with payments in geometric progression
                                                                              • 3.9 Annuities with payments in arithmetic progression
                                                                                • 3.10 Yield rate examples involving annuities
                                                                                  • 3.11 Annuity symbols for nonintegral terms
                                                                                    • 3.12 Annuities governed by general accumulation functions
                                                                                      • 3.13 The investment year method
                                                                                        • 3.14 Problems, Chapter 3
                                                                                        • 4 Annuities with different payment and conversion periods
                                                                                          • 4.1 Introduction
                                                                                            • 4.2 Level annuities with payments less frequent than each interest period
                                                                                              • 4.3 Level annuities with payments more frequent than each interest period
                                                                                                • 4.4 Annuities with payments less frequent than each interest period and payments in arithmetic progression
                                                                                                  • 4.5 Annuities with payments more frequent than each interest period and payments in arithmetic progression
                                                                                                    • 4.6 Continuously paying annuities
                                                                                                      • 4.7 A yield rate example
                                                                                                        • 4.8 Problems, Chapter 4
                                                                                                        • 5 Loan repayment
                                                                                                          • 5.1 Introduction
                                                                                                            • 5.2 Amortized loans and amortization schedules
                                                                                                              • 5.3 The Sinking Fund method
                                                                                                                • 5.4 Loans with other repayment patterns
                                                                                                                  • 5.5 Yield rate examples and replacement of capital
                                                                                                                    • 5.6 Problems, Chapter 5
                                                                                                                    • 6 Bonds
                                                                                                                      • 6.1 Introduction
                                                                                                                        • 6.2 Bond alphabet soup and the basic price formula
                                                                                                                          • 6.3 The premium-discount formula
                                                                                                                            • 6.4 Other pricing formulas for bonds
                                                                                                                              • 6.5 Bond amortization schedules
                                                                                                                                • 6.6 Valuing a bond after its date of issue
                                                                                                                                  • 6.7 Selling a bond after its date of issue
                                                                                                                                    • 6.8 Yield rate examples
                                                                                                                                      • 6.9 Callable bonds
                                                                                                                                        • 6.10 Floating-rate bonds
                                                                                                                                          • 6.11 The BA II Plus calculator Bond worksheet
                                                                                                                                            • 6.12 Problems, Chapter 6
                                                                                                                                            • 7 Stocks and financial markets
                                                                                                                                              • 7.1 Common and preferred stock
                                                                                                                                                • 7.2 Brokerage accounts
                                                                                                                                                  • 7.3 Going long: buying stock with borrowed money
                                                                                                                                                    • 7.4 Selling short: selling borrowed stocks
                                                                                                                                                      • 7.5 Problems, Chapter 7
                                                                                                                                                      • 8 Arbitrage, term structure of interest rates, and derivatives
                                                                                                                                                        • 8.1 Introduction
                                                                                                                                                          • 8.2 Arbitrage
                                                                                                                                                            • 8.3 The term structure of interest rates
                                                                                                                                                              • 8.4 Forward contracts
                                                                                                                                                                • 8.5 Commodity futures held until delivery
                                                                                                                                                                  • 8.6 Offsetting positions and liquidity of futures contracts
                                                                                                                                                                    • 8.7 Price discovery and more kinds of futures
                                                                                                                                                                      • 8.8 Options
                                                                                                                                                                        • 8.9 Using replicating portfolios to price options
                                                                                                                                                                          • 8.10 Using weighted averages to price options
                                                                                                                                                                            • 8.11 Swaps
                                                                                                                                                                              • 8.12 Problems, Chapter 8
                                                                                                                                                                              • 9 Interest rate sensitivity
                                                                                                                                                                                • 9.1 Overview
                                                                                                                                                                                  • 9.2 Duration
                                                                                                                                                                                    • 9.3 Convexity
                                                                                                                                                                                      • 9.4 Immunization
                                                                                                                                                                                        • 9.5 Other types of duration
                                                                                                                                                                                          • 9.6 Problems, Chapter 9
                                                                                                                                                                                          • APPENDICES
                                                                                                                                                                                            • A Some useful formulas
                                                                                                                                                                                              • B Answers to end of chapter problems
                                                                                                                                                                                              • Bibliography
                                                                                                                                                                                                • Index
                                                                                                                                                                                                  • About the Authors

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