Mastering financial calculations : a step-by-step guide to the mathematics of financial market instruments
| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Harlow, England; New York :
Financial Times Prentice Hall ,
2007
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| Edition: | 2nd ed |
| Subjects: |
Table of Contents:
- 1. Financial arithmetic basics
- 2. The money market
- 3.Forward-forwards and forward rate agreements (FRAs)
- 4. Interest rate futures
- 5. Bond market calculations
- 6. Repos, buy/sell-backs and securities lending
- 7. Zero-coupon rates and yield curves
- 8. Foreign exchange
- 9. Interest rate and currency swaps
- 10. Options
- 11. Gold and other commodities
- 12. Hints and answers to exercises