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Fundaments and Practice of Financial Mathematics

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  • Córdoba Bueno, Miguel.

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    • Editorial: Dykinson
    • ISBN: 84-9772-815-7
    • Páginas: 300
    • Plaza de edición: Madrid
    • Encuadernación: Rústica
    • Fecha de la edición: 2006
    • Edición: 1ª ed.
    Materias:

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    Índice

    FIRST PART. INTEREST RATES AND FINANCIAL CONVENTIONS. Chapter 1. Introduction to Finance 1. Basic Concepts: Capital and Maturity 2. Financial Operations. Concept and Types 3. Interest Rates Chapter 2. Capitalization 1. Simple capitalization 2. Compound capitalization 3. Nominal rate and Effective rate Chapter 3. Discount 1. Simple discount 2. Comparison between simple capitalization and simple discount 3. Compound discount Chapter 4. Annuities 1. Concept of annuity 2. Classification of annuities 3. Value of an annuity 4. Models of the most usual annuities 5. Operations of accrued capital 6. Principal-only and Usufruct of an annuity Chapter 5. Loans 1. Concept and classification of Loans 2. Simple Loan 3. Amortized Loan by American System 4. Amortized Loan by French System with fixed interest 5. Amortized Loan by Fixed Quota Amortization of Principal 6. Amortized Loan by French System with indexed interest 7. Early Cancellation of a Loan Chapter 6. Credits 1. Differences between loans and credits 2. Credit Accounts 3. Credit Cards SECOND PART: CAPITAL MARKETS OPERATIONS. Chapter 7. Spot and Forward Interest rates and exchange rates 1. Monetary policy operations 2. Spot interest rates: The Interbank Market 3. Forward Rate Agreements (FRA’s) 4. FRA’s bid-offer. Calculation from interbank market interest rates 5. Spot and Forward Exchange rates Chapter 8. The Public Debt Market 1. The Treasury as securities issuer 2. The Public Debt Market Structure 3. The Zero-Coupon Curve 4. Treasury Strip Market Chapter 9. Fixed-Income Issues 1. Fixed-Income Primary Market Structure 2. Typology of Fixed-Income issues 3. How to design a Fixed-Income issue 4. Homogenization of issuers in quantitative comparison of issues. The credit risk 5. The Spanish Capital Markets Structure Chapter 10. Capital Markets operations and its yield 1. Duration, Risk and Convexity of a fixed-income portfolio 2. Financial return of fixed-income assets 3. Taxes on financial products in Spain 4. Financial-Fiscal return of fixed-income assets Chapter 11. Quantitative Analysis of Fixed-Income Issues 1. General characteristics of a Fixed-Income issue 2. The Reinvestment Risk. Limits of IRR as a measure of investment valuation 3. Bullet bonds 4. Bonds with principal reduction amortization 5. Bonds with amortization premium 6. Bonds with lottery amortization 7. Necessity of time homogenization in quantitative comparison of issues. The FRA as instrument 8. Zero-Coupon Bond Issues 9. Tax-Benefit Bond Issues Bibliography

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