Verfügbarkeit: Mastering financial calculations

Mastering financial calculations: a step-by-step guide to the mathematics of financial market instruments ; [key financial arithmetic and formulas, the key techniques nedded for capital markets, foreign exchange, money markets and derivatives, access to Microsoft Excel spreadsheets containing formulas and calculations]

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Bibliographische Detailangaben
1. Verfasser:	Steiner, Bob (VerfasserIn)
Format:	Buch
Sprache:	English
Veröffentlicht:	Harlow, England [u.a.] Pearson 2012
Ausgabe:	3. ed.
Schlagworte:	Business mathematics Finanzmathematik
Online-Zugang:	Inhaltsverzeichnis
Beschreibung:	Includes bibliographical references and index
Beschreibung:	XVII, 598 S. graph. Darst.
ISBN:	9780273750581

Internformat

MARC


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Datensatz im Suchindex

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adam_text	Titel: Mastering financial calculations Autor: Steiner, Robert Jahr: 2012 Contents Foreword xi Introduction xiii Parti: THE BASICS Financial Arithmetic Basics 3 Some opening remarks on formulas 4 Use of an HP calculator 4 Simple and compound interest 5 Nominal and effective rates 10 Future value /present value; time value of money 12 Discount factors 15 Cashflow analysis, NPV, IRR and time-weighted rate of returns 16 Annuities 20 Using an HP calculator for cashflow analysis 22 Interpolation and extrapolation 27 Exercises 29 Statistics Basics 33 Averages - arithmetic and geometric means, weighted averages, median and mode 34 Variance, standard deviation and volatility 38 Correlation and covariance 44 Histograms, probability density and the normal probability function 47 Confidence levels and the normal probability table 50 Exercises 53 Part 2: INTEREST RATE INSTRUMENTS The Money Market 57 Overview 58 Day / year conventions 64 Money market instruments 66 Money market calculations 71 Discount instruments 73 CDs paying more than one coupon 76 Value dates 79 Exercises 80 4 Forward-Forward Interest Rates and Forward Rate Agreements (FRAs) 83 Forward-forwards, FRAs and futures 84 Applications of FRAs 95 Exercises 98 5 Interest Rate Futures 101 Overview 102 Exchange structure and margins 108 Futures compared with FRAs 109 Pricing and hedging FRAs with futures 111 Trading with interest rate futures 117 Exercises 124 6 Bond Market Calculations 127 Overview of capital market instruments 128 Features and variations 130 Introduction to bond pricing 134 Different yield measures and price calculations 149 A summary of the various approaches to price / yield 160 Duration, modified duration and convexity 162 Bond futures 169 Cash-and-carry arbitrage 177 Exercises 184 7 Repos, Buy/Sell-backs and Securities Lending 189 Introduction 190 Classic repo 192 Margin calls 195 General collateral (GC) and specials 200 Other features 202 Buy /Sell-back 209 Close-out and repricing 214 Securities lending 219 Comparison between the different transactions 225 Uses of repo and securities lending 225 Exercises 230 8 Zero-coupon Rates and Yield Curves 235 Zero-coupon yields, par yields and bootstrapping 236 Forward-forward yields 241 Summary 242 Longer-dated FRAs 244 Exercises 245 Part 3: FOREIGN EXCHANGE 9 Foreign Exchange 249 Introduction 250 Spot exchange rates 250 Forward exchange rates 256 Cross-rate forwards 269 Short dates 270 Calculation summary 273 Value dates 274 Forward-forwards 27 5 Non-deliverable forwards (NDFs) 277 Time options 278 Long-dated forwards 279 Arbitraging and creating FRAs 280 Discounting future foreign exchange risk 283 Exercises 286 Part 4: SWAPS AND OPTIONS 10 Interest Rate and Currency Swaps 293 Basic concepts and applications 294 Overnight index swap (OIS) 298 Pricing 302 Valuing swaps 310 Hedging an interest rate swap 316 Amortising and forward-start swaps 317 Currency swaps 319 Exercises 323 11 Options 326 Overview 328 The ideas behind option pricing 330 Pricing models 332 OTC options vs. exchange-traded options 332 Value dates for FX options 343 Trading with calls and puts 343 More trading strategies 349 Hedging with options 358 Some packaged options 359 The Greek letters 362 Some exotic options 374 Credit derivatives, synthetic CDOs and first-to-default baskets 378 Exercises 384 Part 5: EQUITIES 12 Equities 389 Introduction 390 Ratios 393 Valuation 398 Stock splits and rights issues 403 Stock indices 405 Single stock futures 408 Stock index futures 410 Exercises 411 Part 6: GOLD AND OTHER COMMODITIES 13 Gold and Other Commodities 415 Gold 416 Gold borrowing, forwards, swaps and GOFO 418 Other commodities 424 Forward pricing and convenience yield 425 Commodity futures and EFP (Exchange For Physical) 429 FRAs, swaps and options 434 Exercises 436 Part 7: HINTS AND ANSWERS TO EXERCISES 14 Hints and Answers to Exercises 441 Hints on exercises 442 Answers to exercises 459 Appendix 1 Using an HP calculator 513 Appendix 2 A summary of market day/year conventions and government bond markets 522 Appendix 3 A summary of calculation procedures 525 Appendix 4 Glossary 547 Appendix 5 ISO (SWIFT) currency codes 578 Select Bibliography 585 Index 587
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spelling	Steiner, Bob Verfasser aut Mastering financial calculations a step-by-step guide to the mathematics of financial market instruments ; [key financial arithmetic and formulas, the key techniques nedded for capital markets, foreign exchange, money markets and derivatives, access to Microsoft Excel spreadsheets containing formulas and calculations] Bob Steiner 3. ed. Harlow, England [u.a.] Pearson 2012 XVII, 598 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references and index Business mathematics Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 s 1\p DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024736793&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk
spellingShingle	Steiner, Bob Mastering financial calculations a step-by-step guide to the mathematics of financial market instruments ; [key financial arithmetic and formulas, the key techniques nedded for capital markets, foreign exchange, money markets and derivatives, access to Microsoft Excel spreadsheets containing formulas and calculations] Business mathematics Finanzmathematik (DE-588)4017195-4 gnd
subject_GND	(DE-588)4017195-4
title	Mastering financial calculations a step-by-step guide to the mathematics of financial market instruments ; [key financial arithmetic and formulas, the key techniques nedded for capital markets, foreign exchange, money markets and derivatives, access to Microsoft Excel spreadsheets containing formulas and calculations]
title_auth	Mastering financial calculations a step-by-step guide to the mathematics of financial market instruments ; [key financial arithmetic and formulas, the key techniques nedded for capital markets, foreign exchange, money markets and derivatives, access to Microsoft Excel spreadsheets containing formulas and calculations]
title_exact_search	Mastering financial calculations a step-by-step guide to the mathematics of financial market instruments ; [key financial arithmetic and formulas, the key techniques nedded for capital markets, foreign exchange, money markets and derivatives, access to Microsoft Excel spreadsheets containing formulas and calculations]
title_full	Mastering financial calculations a step-by-step guide to the mathematics of financial market instruments ; [key financial arithmetic and formulas, the key techniques nedded for capital markets, foreign exchange, money markets and derivatives, access to Microsoft Excel spreadsheets containing formulas and calculations] Bob Steiner
title_fullStr	Mastering financial calculations a step-by-step guide to the mathematics of financial market instruments ; [key financial arithmetic and formulas, the key techniques nedded for capital markets, foreign exchange, money markets and derivatives, access to Microsoft Excel spreadsheets containing formulas and calculations] Bob Steiner
title_full_unstemmed	Mastering financial calculations a step-by-step guide to the mathematics of financial market instruments ; [key financial arithmetic and formulas, the key techniques nedded for capital markets, foreign exchange, money markets and derivatives, access to Microsoft Excel spreadsheets containing formulas and calculations] Bob Steiner
title_short	Mastering financial calculations
title_sort	mastering financial calculations a step by step guide to the mathematics of financial market instruments key financial arithmetic and formulas the key techniques nedded for capital markets foreign exchange money markets and derivatives access to microsoft excel spreadsheets containing formulas and calculations
title_sub	a step-by-step guide to the mathematics of financial market instruments ; [key financial arithmetic and formulas, the key techniques nedded for capital markets, foreign exchange, money markets and derivatives, access to Microsoft Excel spreadsheets containing formulas and calculations]
topic	Business mathematics Finanzmathematik (DE-588)4017195-4 gnd
topic_facet	Business mathematics Finanzmathematik
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024736793&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
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MARC

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