Table of contents

  1. Full text access

    Front Matter

    Copyright

    Dedication

    Preface

  2. Book chapter Abstract only

    Chapter 1 - Introduction

  3. Book chapter Abstract only

    Chapter 2 - Theory of Interest Rates

  4. Book chapter Abstract only

    Chapter 3 - The Basic Compound Interest Functions

  5. Book chapter Abstract only

    Chapter 4 - Further Compound Interest Functions

  6. Book chapter Abstract only

    Chapter 5 - Loan Repayment Schedules

  7. Book chapter Abstract only

    Chapter 6 - Project Appraisal and Investment Performance

  8. Book chapter Abstract only

    Chapter 7 - The Valuation of Securities

  9. Book chapter Abstract only

    Chapter 8 - Capital Gains Tax

  10. Book chapter Abstract only

    Chapter 9 - Term Structures and Immunization

  11. Book chapter Abstract only

    Chapter 10 - An Introduction to Derivative Pricing : Forwards and Futures

  12. Book chapter Abstract only

    Chapter 11 - Further Derivatives: Swaps and Options

  13. Book chapter Abstract only

    Chapter 12 - An Introduction to Stochastic Interest Rate Models

  14. Book chapter No access

    Appendix 1 - Theorem Proofs

  15. Book chapter No access

    Appendix 2 - The Solution of Non-linear Equations

  16. Book chapter No access

    Appendix 3 - Solutions to Exercises

  17. Book chapter No access

    Appendix 4 - Compound Interest Tables

  18. Book chapter No access

    Additional Reading

  19. Book chapter No access

    Index

About the book

Description

An Introduction to the Mathematics of Finance: A Deterministic Approach, Second edition, offers a highly illustrated introduction to mathematical finance, with a special emphasis on interest rates. This revision of the McCutcheon-Scott classic follows the core subjects covered by the first professional exam required of UK actuaries, the CT1 exam. It realigns the table of contents with the CT1 exam and includes sample questions from past exams of both The Actuarial Profession and the CFA Institute. With a wealth of solved problems and interesting applications, An Introduction to the Mathematics of Finance stands alone in its ability to address the needs of its primary target audience, the actuarial student.

An Introduction to the Mathematics of Finance: A Deterministic Approach, Second edition, offers a highly illustrated introduction to mathematical finance, with a special emphasis on interest rates. This revision of the McCutcheon-Scott classic follows the core subjects covered by the first professional exam required of UK actuaries, the CT1 exam. It realigns the table of contents with the CT1 exam and includes sample questions from past exams of both The Actuarial Profession and the CFA Institute. With a wealth of solved problems and interesting applications, An Introduction to the Mathematics of Finance stands alone in its ability to address the needs of its primary target audience, the actuarial student.

Key Features

  • Closely follows the syllabus for the CT1 exam of The Institute and Faculty of Actuaries
  • Features new content and more examples
  • Online supplements available: http://booksite.elsevier.com/9780080982403/
  • Includes past exam questions from The Institute and Faculty of Actuaries and the CFA Institute
  • Closely follows the syllabus for the CT1 exam of The Institute and Faculty of Actuaries
  • Features new content and more examples
  • Online supplements available: http://booksite.elsevier.com/9780080982403/
  • Includes past exam questions from The Institute and Faculty of Actuaries and the CFA Institute

Details

Copyright

Copyright © 2013 Elsevier Ltd. All rights reserved.

Imprint

Butterworth-Heinemann

You currently don't have access to this book, however you can purchase separate chapters directly from the table of contents or buy the full version.

Purchase the book

Authors

S.J. Garrett

Published for the Institute and Faculty of Actuaries (RC000243)