Mastering Financial Calculations a Step-by-Step Guide to the Mathematics of Financial Market Instruments
- Binding: Paperback
- Edition: 1
- Publisher: Pearson P T R
- Publish date: 04/01/1998
Description:
Foreword. Introduction. PART 1: THE BASICS. 1. Financial Arithmetic Basics. PART 2: INTEREST RATE INSTRUMENTS. 2. The Money Market. 3. Forward-Forwards And Forward Rate Agreements (Fras). 4. Interest Rate Futures. 5. Bond Market Calculations. 6. Zero-Coupon Rates And Yield Curves. PART 3: FOREIGN EXCHANGE. 7. Foreign Exchange. PART 4: SWAPS AND OPTIONS. 8. Interest Rate And Currency Swaps. 9. Options. PART 5: FURTHER EXERCISES, HINTS AND ANSWERS. 10. Further Exercises. 11. Hints And Answers To Exercises. Appendices.
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