Mathematics of Investment and Credit

Author: Samuel A. Broverman, ASA, Ph.D. Mathematics of Investment and Credit - Fourth Edition - 528 pages ISBN 978-1-56698-657-1 Click here to view sample pages. Clique aqui para ver algumas páginas de exemplos. R$ 405,00 produto importado - entrega em ate 4 semanas

Você ganhou um cupom de desconto? "This book seems to provide good examples and exercises useful for the preparation of SOA Exam FM." -- Ranee Thiagarajah, Illinois State University "The concept development has been superb along with vocabulary development . . . the vocab moves from intuitive in early discussion to well defined in later discussion." -- James Benner, Student This text is a thorough treatment of the theory of interest, and its application to a wide variety of financial instruments. It emphasizes a direct-calculation approach to reaching numerical results, and uses a gentle, thorough pedagogic style. This edition includes expanded treatments of financial derivatives. The text contains a large number of worked examples and end-of-chapter exercises. The fourh edition has been restructured based on customer input and includes more subsections and easier to find formulas and definitions. It also includes expanded coverage of basic derivatives This book has been named as an alternatively acceptable reference for the Society of Actuaries Exam FM and the Casualty Actuarial Society Exam 2. It is also listed in the Course of Reading for the EA-1 examination of the Joint Board for the Enrollment of Actuaries. Table of Contents: Chapter 1 Interest Rate Measurement Chapter 2 Valuation of Annuities Chapter 3 Loan Repayment Chapter 4 Bond Valuation Chapter 5 Measuring the Rate of Return of an Investment Chapter 6 The Term Structure of Interest Rates Chapter 7 Cashflow Duration and Immunization Chapter 8 Additional Topics in Finance and Investment Chapter 9 Financial Derivatives: Forwards and Options Appendix: Calculator Notes   A partir de 9/6/09

Chapter 1 - Interest Rate Measurement

Altamira Investment Services
www.altamira.com

Bank of Canada website
www.bankofcanada.ca

Bloomberg LP
www.bloomberg.com/markets/rates/index.html

US Treasury, Bureau of the Public Debt
www.publicdebt.treas.gov/sec/secpry.htm

Department of Finance, Government of Canada
www.fin.gc.ca

All About Credit Cards.Com
www.about-all-credit-cards.com/Credit_Cards/disclosure-statements.html

 

Chapter 2 - Valuation of Annuities

Bank of Montreal
www4.bmo.com

Hartford Financial
http://institutional.hartfordlife.com/public/products/struc_sett/ss_overview_ex_inst.shtml

Western Southern Life
www.westernsouthernlife.com/planning/iras/taxadvantages.asp

 

Chapter 3 - Loan Repayment

Financial Calculators from KJE Computer Solutions
www.dinkytown.net/java/SimpleLoan.html

Royal Bank of Canada - Mortgage Basics
www.royalbank.com/buyingahome/mortgagebasics

Canadian Bankers Association
www.cba.ca

TD - Canada Trust
www.tdcanadatrust.com/mortgages/

Chapter 4 - Bond Valuation

Yahoo Finance
bonds.yahoo.com

Bank of Canada
www.bankofcanada.ca/en/pdf/real_return_eng.pdf

Bank of Canada website
www.bankofcanada.ca

Bloomberg LP
www.bloomberg.com/markets/rates/index.html

US Treasury, Bureau of the Public Debt
www.publicdebt.treas.gov/sec/secpry.htm

Department of Finance, Government of Canada
www.fin.gc.ca

Simple Bond Yield Calculator
www.moneychimp.com/calculator/bond_yield_calculator.htm

 

 

Chapter 5 -Measuring Rate of Return on an Investment

Study Finance.Com - Capital Budgeting
www.studyfinance.com/lessons/capbudget/

Teach Me Finance.Com - Capital Budgeting
http://teachmefinance.com/capitalbudgeting.html

 

Chapter 6 - The Term Structure of Interest Rates

J. Huston McCulloch, Department of Economics of Ohio State University
http://economics.sbs.ohiostate.edu/jhm/ts/ts.html#arc

StockCharts - Dynamic Yield Curve
www.StockCharts.com

US Treasury Department Daily Yield Curve
www.ustreas.gov/offices/domestic-finance/debt-management/interest-rate/yield.html

 

Chapter 7 - Cash Flow Duration and Immunization

Financial Pipeline
www.finpipe.com/duration.htm

 

Chapter 8 - Additional Topics in Finance and Investment

Chicago Board of Trade
www.cbot.com/

Chicago Mercantile Exchange
www.cme.com/

New York Mercantile Exchange
www.nymex.com/jsp/index.jsp

New York Stock Exchange
www.nyse.com/

Toronto Stock Exchange
http://tse.com/

NASDAQ
www.nasdaq.com/

TD - Managing Risk - Interest Rate Caps
www.tdcommercialbanking.com/foreignx/solutions/risk_caps.jsp

Interest Rate Spreads
www.riskglossary.com/articles/interest_rate_spreads.htm

Financial Interest Rate Forecasts
www.forecasts.org/interest-rate/discount-interest-rate.htm

Chicago Board options Exchange
www.cboe.com/

Derivatives PMCIure Book Clossary
www.in-the-money.com/glossary/helpset.HTM

Scoop CyberSleuth Stock Quotes
http://scoop.evansville.net/stockquotes.html