1.

Record Nr.

UNINA9910465220903321

Autore

Vaaler Leslie Jane Federer

Titolo

Mathematical interest theory [[electronic resource] /] / Leslie Jane Federer Vaaler, James W. Daniel

Pubbl/distr/stampa

Washington, D.C., : Mathematical Association of America, 2009

ISBN

1-61444-600-8

Edizione

[2nd ed.]

Descrizione fisica

1 online resource (493 p.)

Collana

MAA textbooks

Altri autori (Persone)

DanielJames W

Disciplina

332.801/513

Soggetti

Interest rates - Mathematical models

Interest rate futures - Mathematical models

Risk management - Mathematical models

Electronic books.

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Originally published by Pearson Prentice Hall, 2007.

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

""cover ""; ""copyright page ""; ""title page ""; ""Contents""; ""Preface""; ""To students""; ""Examples""; ""Problems""; ""Special Features""; ""Coverage""; ""Second edition""; ""Financial transactions""; ""Acknowledgments""; ""Contacting the authors""; ""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""; ""1.3) Accumulation and amount functions""; ""(1.4) Simple interest""

""(1.5) Compound interest""""(1.6) Effective discount rates/ Interest in advance""; ""(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 Section (1.11) and (1.12)""; ""(1.14) Inflation""; ""Chapter 1 review problems""; ""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""; ""(2.0) Chapter 2 writing problems""; ""(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""; ""Chapter 2 review problems""; ""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""