Mathematics of investment and credit / Samuel A. Broverman.
Publication details: Winsted, Connecticut : ACTEX Publications, Inc., c1996, 1991.Edition: 2nd editionDescription: viii, 392 p. : ill. ; 23 cmISBN:- 9781566982184
- 1566982189
- Investment and credit
- 332.8 22 BRO
Item type | Current library | Call number | Copy number | Status | Date due | Barcode |
---|---|---|---|---|---|---|
Book Open Access | Engineering Library | 332.8 BRO 1 (Browse shelf(Opens below)) | 1 | Available | BUML23091361 |
Contents;
Chapter 1: Introduction to interest rates
1.1 Introduction
1.2 Interest accumulation and effective rates of interest
1.3 Present value and equations of value
1.4 Nominal rates of interest
etc.
Chapter 2: The valuation of periodic payments - annuities
2.1 Introduction
2.2 Accumulated value of an annuity
2.3 Present value of annuity
2.4 Payment period differing
etc.
Chapter 3: Loan repayment
3.1 Introduction
3.2 The amortization method
3.3 The sinking fund method
3.4 Yield rates and comparison
etc.
Chapter 4: Bonds: Prices and yields
4.1 Introduction
4.2 Determination of bond prices
4.3 Amortization of a bond
4.4 Determination of the yield
etc.
Chapter 5: The interest rate as a random variable
5.1 Introduction
5.2 Accumulated and present values
5.3 Annuities
5.4 Continuous stochastic interest rate models
etc.
Chapter 6: Topics in finance and investment
6.1 Introduction
6.2 Spot rates, forward rates of interest, and interest rate swaps
6.3 Stocks and options
6.4 Futures and forward contracts
etc.
Includes bibliographical references and index.
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