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The theory of interest Stephen G. Kellison
Publication details: Boston ; New Delhi McGraw-Hill/Irwin 2009Edition: 3rd edDescription: xvi, 643 p. ; 24 cmISBN:- 9780071276276
- 332.8 KEL
| Current library | Call number | Status | Date due | Barcode | |
|---|---|---|---|---|---|
| Anna Centenary Library | 332.8 KEL (Browse shelf(Opens below)) | Available | 254351 |
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| 332.8 BJO A geometric view of the term structure of interest rates | 332.8 BÖH Capital and interest | 332.8 BÖH Capital and interest | 332.8 KEL The theory of interest | 332.8 SWE Interest | 332.8 VAN Financial market rates and flows | 332.80151 SVO Interest rate modelling |
Includes index.Content note:Chapter 1: The Measurement of Interest Chapter 2: Solution of Problems in Interest Chapter 3: Basic Annuities Chapter 4: More General Annuities Chapter 5: Amortization Schedules and Sinking Funds Chapter 6: Bond and Other Securities Chapter 7: Yield Rates Chapter 8: Practical applications Chapter 9: More advanced financial analysis Chapter 10: The term structure of interest rates Chapter 11: Duration, convexity and immunization Chapter 12: Stochastic approaches to interest Chapter 13: Options and other derivatives Appendixes Appendix A: Table numbering the days of the year Appendix B: Illustrative mortgage loan amortization schedule Appendix C: Basic mathematical review Appendix D: Statistical background Appendix E: Iteration methods Answers to the exercises Glossary of notation Index
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