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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
ISBN：
978-7-04-055627-8
版面字数：
760.000千字
开本：
16开
全书页数：
暂无
装帧形式：
精装
重点项目：
暂无
出版时间：
2021-03-01
物料号：
55627-00
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
  • 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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