Mastering financial calculations : a step-by-step guide to the mathematics of financial market instruments

By: Steiner, BonMaterial type: TextTextPublication details: New Delhi : Dorling Kindersley Ltd., 2007Edition: 2nd EditionDescription: xvi, 488 pISBN: 9780273704447; 0273704443 ; 9788131716625 ; 8131716627Subject(s): Business mathematics | FinanceDDC classification: 658.15
Contents:
1: The basics -- Financial arithmetic basics -- 2: Interest rate instruments -- The money market -- Forward-forwards and forward rate agreements (FRAs) -- Interest rate futures -- Bond market calculations -- Repos, buy/sell-backs and securities lending -- Zero-coupon rates and yield curves -- 3: Foreign exchange -- Foreign exchange -- 4: Swaps and options -- Interest rate and currency swaps -- Options -- 5: Gold and other commodities -- Gold and other commodities.
Summary: "Mastering Financial Calculations will enable you to understand and apply the financial arithmetic necessary to work with the full range of products on the capital markets, foreign exchange and money markets."--Jacket.
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Reference 658.15 STE (Browse shelf(Opens below)) Available 011433
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Includes Glossary & Index.

1: The basics --
Financial arithmetic basics --
2: Interest rate instruments --
The money market --
Forward-forwards and forward rate agreements (FRAs) --
Interest rate futures --
Bond market calculations --
Repos, buy/sell-backs and securities lending --
Zero-coupon rates and yield curves --
3: Foreign exchange --
Foreign exchange --
4: Swaps and options --
Interest rate and currency swaps --
Options --
5: Gold and other commodities --
Gold and other commodities.

"Mastering Financial Calculations will enable you to understand and apply the financial arithmetic necessary to work with the full range of products on the capital markets, foreign exchange and money markets."--Jacket.

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