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|a 0273750607
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|a 9780273750604
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|a 0273750593
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|a Steiner, Bob
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|a Mastering financial calculations
|b a step-by-step guide to the mathematics of financial market instruments
|c Bob Steiner
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| 250 |
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|a 3rd ed
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| 260 |
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|a Harlow
|b Pearson
|c 2012
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| 300 |
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|a xvi, 598 pages
|b illustrations
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|a Repos, buy / sell-backs and securities lending -- Introduction -- Classic repo -- Margin calls -- General collateral (GC) and specials -- Other features -- Buy/sell-back -- Close-out and repricing -- Securities lending -- Comparison between the different transactions -- Uses of repo and securities lending -- Exercises -- Zero-coupon rates and yield curves -- Zero-coupon yields, par yields and bootstrapping -- Forward-forward yields -- Summary -- Longer-dated fras -- Exercises -- Part 3: Foreogn Exchange -- Foreign exchange -- Introduction -- Spot exchange rates -- Forward exchange rates
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|a Includes bibliographical references and index
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|a Averages -- arithmetic & geometric means, weighted averages, median and mode -- Variance, standard deviation and volatility -- Correlation and covariance -- Histograms, probability density and the normal probability function -- Confidence levels and the normal probability table -- Exercises -- Part 2: Interest Rate Instruments -- The money market -- Overview -- Day/year conventions -- Money market instruments -- Money market calculations -- Discount instruments -- CDs paying more than one coupon -- Value dates -- Exercises -- Forward-forward interest rates and forward rate agreements (fras)
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|a Forward-forwards, fras and futures -- Applications of fras -- Exercises -- Interest rate futures -- Overview -- Exchange structure and margins -- Futures compared with fras -- Pricing and hedging fras with futures -- Trading with interest rate futures -- Exercises -- Bond market calculations -- Overview of capital market instruments -- Features and variations -- Introduction to bond pricing -- Different yield measures and price calculations -- A summary of the various approaches to price/ yield -- Duration, modified duration and convexity -- Bond futures -- Cash-and-carry arbitrage -- Exercises
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| 505 |
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|a Cross-rate forwards -- Short dates -- Calculation summary -- Value dates -- Forward-forwards -- Non-deliverable forwards (NDFs) -- Time options -- Long-dated forwards -- Arbitraging and creating FRAs -- Discounting future foreign exchange risk -- Exercises -- Part 4: Swaps and Options -- Interest rate and currency swaps -- Basic concepts and applications -- Overnight index swap (OIS) -- Pricing -- Valuing swaps -- Hedging an interest rate swap -- Amortising and forward-start swaps -- Currency swaps -- Exercises -- Options -- Overview -- The ideas behind option pricing -- Pricing models
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|a Cover -- Mastering Financial Calculations -- Disclaimer -- The author -- Contents -- Foreword -- Introduction -- Part 1: The Basics -- Financial arithmetic basics -- Some opening remarks on formulas -- Use of an HP calculator -- Simple and compound interest -- Nominal and effective rates -- Future value / present value -- time value of money -- Discount factors -- Cashflow analysis, NPV, IRR and time-weighted rate of return -- Annuities -- Using an HP calculator for cashflow analysis -- Interpolation and extrapolation -- Exercises -- Statistics basics
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|a Business mathematics / fast
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| 653 |
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|a BUSINESS & ECONOMICS / Finance / bisacsh
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|a Business mathematics / http://id.loc.gov/authorities/subjects/sh85018308
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| 653 |
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|a Mathématiques financières
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|a eng
|2 ISO 639-2
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| 989 |
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|b OREILLY
|a O'Reilly
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| 490 |
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|a The Mastering Series
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| 500 |
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|a Previous edition: 2007
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| 015 |
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|a GBB7J0371
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| 015 |
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|a GBC317143
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|z 9780273750598
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|z 9780273750581
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|z 0273750593
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|u https://learning.oreilly.com/library/view/~/9780273750604/?ar
|x Verlag
|3 Volltext
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|a 510
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|a 332.0151
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|a Success in today's sophisticated financial markets depends on a firm understanding of key financial concepts and mathematical techniques. Mastering Financial Calculations explains them in a clear, comprehensive way - so even if your mathematical background is limited, you'll thoroughly grasp what you need to know. Mastering Financial Calculations starts by introducing the fundamentals of financial market arithmetic, including the core concepts of discounting, net present value, effective yields, and cash flow analysis. Next, walk step-by-step through the essential calculations and financial
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