Fixed income mathematics [[electronic resource] /] / Robert Zipf |
Autore | Zipf Robert |
Edizione | [1st edition] |
Pubbl/distr/stampa | Amsterdam ; ; Boston, : Academic Press, c2003 |
Descrizione fisica | 1 online resource (343 p.) |
Disciplina | 332.63/2044 |
Soggetto topico |
Fixed-income securities - Mathematics
Rate of return |
Soggetto genere / forma | Electronic books. |
ISBN |
1-281-02413-9
9786611024130 1-4294-9509-X 0-08-050655-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Front Cover; Fixed Income Mathematics; Copyright Page; Contents; Chapter 1. Introduction-Who this Book is for and What it Hopes to Accomplish; Historical Background-The Big Change in Investment, Loan, and Money Management; What this Book Hopes to Accomplish; What Sort of Problems Might this Book Help You to Solve?; Who this Book is Meant to Address; The Mathematical Knowledge Required for this Book; The Role of Examples and Problems in this Book; Chapter 2. Interest, Its Calculation, and Return on Investment; A General Introduction to Interest; How to Compute Interest; Notation
Percentage Rate and Time PeriodReturn on Investment; Analysis of Investments or Returns without Explicit Money Values, and Intangible Investments and Returns; Chapter Summary; Chapter 3. Compound Interest; What is Compound Interest?; Using Compound Interest Tables; Looking at the Compound Interest Tables; Compounding within a Period; The Equations for Compound Interest-Compounding within a Period; Continuous Compounding: How it Works and When it Applies; The Derivation of the Equations for Continuous Compounding; What is a Mathematical Model?; Some Famous Mathematical Models Reasons for Using Continuous Functions in Financial ModelsA Business Example of Use of Continuous Functions; Further Reflections on Approach 3; Computing i, Given S, Snt, T, and N; Accuracy Requirements; Legal Requirements for Accuracy; An Example from Compound Interest; Using Tables and Interpolating between Values; The Rule of 72; A Zero Interest Rate?; Negative Interest Rates?; Real and Nominal Rates; Chapter Summary; Suggestions for Further Study; Chapter 4. Present Values; What is Present Value?; The Equation for Present Value; The General Equation for Present Value The Present Value TablesUsing Present Values to Make Project Decisions; Example of Project Analysis; Using Different Interest Rates in the Analysis; The Equations for Flow of Funds Analysis; The Various Number Systems and What They Mean; Solving Polynomial Equations; Practical Considerations in Using Calculators and Computers to Solve Polynomial Equations; Using the Bisection Method to Find Real Solutions; What if the Exponents are not Integers?; Chapter Summary; Suggestions for Further Study; Chapter 5. Annuities Certain; What is an Annuity Certain?; Examples of Annuities Certain Why Annuities Certain are ImportantThe Equation for the Present Value of an Annuity Certain; A Look at the Tables for an Annuity Certain; Solving for the Interest Rate, Given the Annuity Certain and Its Cost; The Perpetuity; The Annuity Due; Further Comments; Analysis and Calculation of Some Combination Annuities Certain; Chapter Summary; Chapter 6. Bond Price Calculation; What is a Bond?; How Bonds are Described; How to Read a Bond Market Report; What is a Call Feature?; What is a Put Option?; Discount Securities; The General Equation for Computing a Bond Price, Given the Yield A Note on Yield |
Record Nr. | UNINA-9910458497803321 |
Zipf Robert | ||
Amsterdam ; ; Boston, : Academic Press, c2003 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Fixed income mathematics [[electronic resource] /] / Robert Zipf |
Autore | Zipf Robert |
Edizione | [1st edition] |
Pubbl/distr/stampa | Amsterdam ; ; Boston, : Academic Press, c2003 |
Descrizione fisica | 1 online resource (343 p.) |
Disciplina | 332.63/2044 |
Soggetto topico |
Fixed-income securities - Mathematics
Rate of return |
ISBN |
1-281-02413-9
9786611024130 1-4294-9509-X 0-08-050655-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Front Cover; Fixed Income Mathematics; Copyright Page; Contents; Chapter 1. Introduction-Who this Book is for and What it Hopes to Accomplish; Historical Background-The Big Change in Investment, Loan, and Money Management; What this Book Hopes to Accomplish; What Sort of Problems Might this Book Help You to Solve?; Who this Book is Meant to Address; The Mathematical Knowledge Required for this Book; The Role of Examples and Problems in this Book; Chapter 2. Interest, Its Calculation, and Return on Investment; A General Introduction to Interest; How to Compute Interest; Notation
Percentage Rate and Time PeriodReturn on Investment; Analysis of Investments or Returns without Explicit Money Values, and Intangible Investments and Returns; Chapter Summary; Chapter 3. Compound Interest; What is Compound Interest?; Using Compound Interest Tables; Looking at the Compound Interest Tables; Compounding within a Period; The Equations for Compound Interest-Compounding within a Period; Continuous Compounding: How it Works and When it Applies; The Derivation of the Equations for Continuous Compounding; What is a Mathematical Model?; Some Famous Mathematical Models Reasons for Using Continuous Functions in Financial ModelsA Business Example of Use of Continuous Functions; Further Reflections on Approach 3; Computing i, Given S, Snt, T, and N; Accuracy Requirements; Legal Requirements for Accuracy; An Example from Compound Interest; Using Tables and Interpolating between Values; The Rule of 72; A Zero Interest Rate?; Negative Interest Rates?; Real and Nominal Rates; Chapter Summary; Suggestions for Further Study; Chapter 4. Present Values; What is Present Value?; The Equation for Present Value; The General Equation for Present Value The Present Value TablesUsing Present Values to Make Project Decisions; Example of Project Analysis; Using Different Interest Rates in the Analysis; The Equations for Flow of Funds Analysis; The Various Number Systems and What They Mean; Solving Polynomial Equations; Practical Considerations in Using Calculators and Computers to Solve Polynomial Equations; Using the Bisection Method to Find Real Solutions; What if the Exponents are not Integers?; Chapter Summary; Suggestions for Further Study; Chapter 5. Annuities Certain; What is an Annuity Certain?; Examples of Annuities Certain Why Annuities Certain are ImportantThe Equation for the Present Value of an Annuity Certain; A Look at the Tables for an Annuity Certain; Solving for the Interest Rate, Given the Annuity Certain and Its Cost; The Perpetuity; The Annuity Due; Further Comments; Analysis and Calculation of Some Combination Annuities Certain; Chapter Summary; Chapter 6. Bond Price Calculation; What is a Bond?; How Bonds are Described; How to Read a Bond Market Report; What is a Call Feature?; What is a Put Option?; Discount Securities; The General Equation for Computing a Bond Price, Given the Yield A Note on Yield |
Record Nr. | UNINA-9910784556903321 |
Zipf Robert | ||
Amsterdam ; ; Boston, : Academic Press, c2003 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Fixed income mathematics / / Robert Zipf |
Autore | Zipf Robert |
Edizione | [1st edition] |
Pubbl/distr/stampa | Amsterdam ; ; Boston, : Academic Press, c2003 |
Descrizione fisica | 1 online resource (343 p.) |
Disciplina | 332.63/2044 |
Soggetto topico |
Fixed-income securities - Mathematics
Rate of return |
ISBN |
9786611024130
9781281024138 1281024139 9781429495097 142949509X 9780080506555 0080506550 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Front Cover; Fixed Income Mathematics; Copyright Page; Contents; Chapter 1. Introduction-Who this Book is for and What it Hopes to Accomplish; Historical Background-The Big Change in Investment, Loan, and Money Management; What this Book Hopes to Accomplish; What Sort of Problems Might this Book Help You to Solve?; Who this Book is Meant to Address; The Mathematical Knowledge Required for this Book; The Role of Examples and Problems in this Book; Chapter 2. Interest, Its Calculation, and Return on Investment; A General Introduction to Interest; How to Compute Interest; Notation
Percentage Rate and Time PeriodReturn on Investment; Analysis of Investments or Returns without Explicit Money Values, and Intangible Investments and Returns; Chapter Summary; Chapter 3. Compound Interest; What is Compound Interest?; Using Compound Interest Tables; Looking at the Compound Interest Tables; Compounding within a Period; The Equations for Compound Interest-Compounding within a Period; Continuous Compounding: How it Works and When it Applies; The Derivation of the Equations for Continuous Compounding; What is a Mathematical Model?; Some Famous Mathematical Models Reasons for Using Continuous Functions in Financial ModelsA Business Example of Use of Continuous Functions; Further Reflections on Approach 3; Computing i, Given S, Snt, T, and N; Accuracy Requirements; Legal Requirements for Accuracy; An Example from Compound Interest; Using Tables and Interpolating between Values; The Rule of 72; A Zero Interest Rate?; Negative Interest Rates?; Real and Nominal Rates; Chapter Summary; Suggestions for Further Study; Chapter 4. Present Values; What is Present Value?; The Equation for Present Value; The General Equation for Present Value The Present Value TablesUsing Present Values to Make Project Decisions; Example of Project Analysis; Using Different Interest Rates in the Analysis; The Equations for Flow of Funds Analysis; The Various Number Systems and What They Mean; Solving Polynomial Equations; Practical Considerations in Using Calculators and Computers to Solve Polynomial Equations; Using the Bisection Method to Find Real Solutions; What if the Exponents are not Integers?; Chapter Summary; Suggestions for Further Study; Chapter 5. Annuities Certain; What is an Annuity Certain?; Examples of Annuities Certain Why Annuities Certain are ImportantThe Equation for the Present Value of an Annuity Certain; A Look at the Tables for an Annuity Certain; Solving for the Interest Rate, Given the Annuity Certain and Its Cost; The Perpetuity; The Annuity Due; Further Comments; Analysis and Calculation of Some Combination Annuities Certain; Chapter Summary; Chapter 6. Bond Price Calculation; What is a Bond?; How Bonds are Described; How to Read a Bond Market Report; What is a Call Feature?; What is a Put Option?; Discount Securities; The General Equation for Computing a Bond Price, Given the Yield A Note on Yield |
Record Nr. | UNINA-9910827382303321 |
Zipf Robert | ||
Amsterdam ; ; Boston, : Academic Press, c2003 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|