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    Mathematical Interest Theory

    ISBN-10: 0131472852
    ISBN-13: 9780131472853
    Author(s): James W. Daniel, Leslie Jane Federer Vaaler
    Description: Written in a reader-friendly manner, this reference is designed to meet the needs of readers who want to master the interest theory and finance topics addressed in the Financial Mathematics exam.nbsp;Requires an algebra background; calculus not a  More...
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    List Price: $141.33
    Publisher: Pearson Education
    Binding: Hardcover
    Pages: 512
    Size: 6.00" wide x 9.00" long x 1.00" tall
    Weight: 2.068
    Language: English

    Written in a reader-friendly manner, this reference is designed to meet the needs of readers who want to master the interest theory and finance topics addressed in the Financial Mathematics exam.nbsp;Requires an algebra background; calculus not a prerequisite. Encourages readers to practice writing throughout, and more than 30 end-of-chapter writing exercises are included. Provides more than 240 worked examples in a wide range of difficulty. Features abundant examples, discussion, and problems throughout.A useful guide for readers planning to take the Financial Mathematics exam. nbsp; nbsp; Mathematical Interestnbsp;Theory, 1/E James W. Daniel Leslie Jane Federer Vaaler

    Preface
    An introduction to the Texas Instruments BA II Plus
    Choosing a calculator
    Font convention
    BA II Plus basics
    Problems, Chapter 0
    The growth of money
    Introduction
    What is interest?
    Accumulation and amount functions
    Simple interest / Linear accumulation functions
    Compound interest (The usual case!)
    Interest in advance / The effective discount rate
    Discount functions / The time value of money
    Simple discount
    Compound discount
    Nominal rates of interest and discount
    A friendly competition (Constant force of interest)
    Force of interest
    Note for those who skipped Sections (1.11) and (1.12)
    Inflation
    Problems, Chapter 1
    Equations of value and yield rates
    Introduction
    Equations of value for investments involving a single deposit made under compound interest
    Equations of value for investments with multiple contributions
    Investment return
    Reinvestment considerations
    Approximate dollar-weighted yield rates
    Fund performance
    Problems, Chapter 2
    Annuities (annuities certain)
    Introduction
    Annuities - immediate
    Annuities - due
    Perpetuities
    Deferred annuities and values on any date
    Outstanding loan balances
    Nonlevel annuities
    Annuities with payments in geometric progression
    Annuities with payments in arithmetic progression
    Yield rate examples involving annuities
    Annuity symbols for nonintegral terms
    Annuities governed by general accumulation functions
    The investment year method
    Problems, Chapter 3
    Annuities with different payment and conversion periods
    Introduction
    Level annuities with payments less frequent than each interest period
    Level annuities with payments more frequent than each interest period
    Annuities with payments less frequent than each interest period and payments in arithmetic progression
    Annuities with payments more frequent than each interest period and payments in arithmetic progression
    Continuously paying annuities
    A yield rate example
    Problems, Chapter 4
    Loan repayment
    Introduction
    Amortized loans and amortization schedules
    The Sinking Fund method
    Loans with other repayment patterns
    Yield rate examples and replacement of capital
    Problems, Chapter 5
    Bonds
    Introduction
    Bond alphabet soup and the basic price formula
    The premium-discount formula
    Other pricing formulas for bonds
    Bond amortization schedules
    Valuing a bond after its date of issue
    Selling a bond after its date of issue
    Yield rate examples
    Callable bonds
    Floating-rate bonds
    The BA II Plus calculator Bond worksheet
    Problems, Chapter 6
    Stocks and financial markets
    Common and preferred stock
    Brokerage accounts
    Going long: buying stock with borrowed money
    Selling short: selling borrowed stocks
    Problems, Chapter 7
    Arbitrage, the term structure of interest rates, and derivatives
    Introduction
    Arbitrage
    The term structure of interest rates
    Forward contracts
    Commodity futures held until delivery
    Offsetting positions and liquidity of futures contracts
    Price discovery and more kinds of futures
    Options
    Using replicating portfolios to price options
    Using weighted averages to price options
    Swaps
    Problems, Chapter 8
    Interest rate sensitivity
    Overview
    Duration
    Convexity
    Immunization
    Other types of duration
    Problems, Chapter 9
    Appendices
    Some useful formulas
    Answers to end of chapter problems
    Bibliography
    Index

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