Book Categories

Description of Handbook of Financial Mathematics: v. 2

The updated and expanded edition of the best-selling manuals, A Handbook of Financial Mathematics and Financial Arithmetic: A Practitioner's Guide. Built Around practical worked examples for the HP17B11 and HP1911, both volume 1 and this volume take a step-by-step approach to understanding the mathematical underpinnings and implications of all types of instruments.

Title Information

ISBN:

9781855647428

Pages:

280 pages

Format:

Paperback

Product Code:

11565

Publisher:

Euromoney Institutional Investor

Published:

30/01/2001

Edition:

3rd Edition

Write a review of this book

Customer Reviews from Amazon

Contents of Handbook of Financial Mathematics: v. 2

This second volume covers mathematics of:

- swaps (FRAs, interest rate, zero coupon, accreting, amortising, spreadlocks, cross-currency and index)
- futures (bond, currency, stock index)
- options (bond, currency, FRA, futures, caps and floors, exotic options)
- convertibles, warrants and credit derivatives (total return, credit default, credit linked)