The theory of interest
Stephen G. Kellison
- 3rd ed
- Boston ; New Delhi McGraw-Hill/Irwin 2009
- xvi, 643 p. ; 24 cm
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