An Introduction to the Mathematics of Finance: A Deterministic Approach

An Introduction to the Mathematics of Finance: A Deterministic Approach

by Stephen Garrett

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Product Details

ISBN-13: 9780080982755
Publisher: Elsevier Science
Publication date: 05/28/2013
Sold by: Barnes & Noble
Format: NOOK Book
Pages: 464
File size: 10 MB

About the Author

Prof. Stephen Garrett is Professor of Mathematical Sciences at the University of Leicester in the UK. He is currently Head of Actuarial Science in the Department of Mathematics, and also Head of the Thermofluids Research Group in the Department of Engineering. These two distinct responsibilities reflect his background and achievements in both actuarial science education and fluid mechanics research. Stephen is a Fellow of the Royal Aeronautical Society, the highest grade attainable in the world's foremost aerospace institution.

Table of Contents

1. Introduction 2. Theory of Interest Rates 3. The Basic Compound Interest Functions 4. Further Compound Interest Functions 5. Loan Repayment Schedules 6. Project Appraisal and Investment Performance 7. The Valuation of Securities 8. Capital Gains Tax 9. Term Structures and Immunization 10. An Introduction to Derivative Pricing: Forwards and Futures 11. Further Derivatives: Swaps and Options 12. An Introduction to Stochastic Interest Rate Models

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