Investment Mathematics for Finance and Treasury Professionals: A Practical Approach
Language: English
Published by Wiley, 1998
- Hardcover
- Used
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Condition: Used - Good
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Add to basketItem description from seller
Professionals engaging in corporate and municipal treasury functions as well as individual investors use math to make decisions. Most of these men and women rely on computers for their calculations, many of them without fully understanding the principles behind the numbers.
Seller Inventory # CIN0471252948G
- Title
- Investment Mathematics for Finance and Treasury Professionals: A Practical Approach
- Author
- Gregory Kitter
- Publisher
- Wiley
- Publication year
- 1998
- Condition
- Good
- Binding
- Hardback
- Language
- English
- ISBN 10
- 0471252948
- ISBN 13
- 9780471252948
Written by an expert in the field, Investment Mathematics forFinance and Treasury Professionals explains the principles andformulae used in the fixedincome cash markets. It presents anin-depth, yet practical look at the applications associated withthese money and capital markets instruments. The book also coverscalculations and applications in the foreign exchange and equitiesmarkets. The same in-depth coverage is applied to the variousfixed-income and foreign exchange derivatives markets used as bothspeculative and hedging tools. Spanning the spectrum fromprice/yield changes to risk/return, and packed with numerousexamples that illustrate key concepts, this exhaustive resourceincludes:
* Yield spread analysis--methods of price/yield quotation, yieldspreads by maturity, off-the-run vs. on-the-run
* Price/yield sensitivity--hedge ratios, basis point value, dollarduration, convexity
* Term structure of interest rates different yield curvestructures, zero coupon yield curve, Treasury trading STRIPS
* Foreign exchange--crossrates, spot rates, forward points, coveredinterest arbitrage
* Options--plain vanilla vs. exotic options, over-the-counter vs.exchange-traded options, understanding option valuation models, andoption hedging and trading strategies
* Interest rate swaps, swaptions, caps, floors, collars, inversefloaters
* Risk/return--valuation theory, capital asset pricing model, valueat risk
Complete with supporting appendixes that contain statisticalinformation on such essentials as historical interest ratepatterns, conversion factors for Treasury bond futures, thestandard normal distribution, and day count basis for differentbonds, Investment Mathematics for Finance and TreasuryProfessionals is an indispensable reference for anyone involvedwith corporate and municipal treasury functions.
Providing Finance and Treasury professionals the fundamentalinformation necessary to understand the mathematical concepts andapplications used in investment decisions, this in-depth andaccessible resource explains and clarifies the concepts behindinvestment mathematics. With numerous examples and comprehensiveappendixes containing important statistical data, InvestmentMathematics for Finance and Treasury Professionals coverseverything from price/yield changes and yield spread analysis toterm structure of interest rates, derivatives, and risk/return.
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