Steiner, Bob.

Mastering financial calculations : a step-by-step guide to the mathematics of financial market instruments / Bob Steiner. - 2nd ed. - Harlow : Financial Times Prentice Hall, 2007. - xvi, 488 p. : ill. ; 24 cm.

Previous ed.: 1998.

Includes bibliographical references (p. 478) and index.

1: The basics -- Financial arithmetic basics -- 2: Interest rate instruments -- The money market -- Forward-forwards and forward rate agreements (FRAs) -- Interest rate futures -- Bond market calculations -- Repos, buy/sell-backs and securities lending -- Zero-coupon rates and yield curves -- 3: Foreign exchange -- Foreign exchange -- 4: Swaps and options -- Interest rate and currency swaps -- Options -- 5: Gold and other commodities -- Gold and other commodities.

9780273704447 US$150.84


Business mathematics.
Business mathematics.

HF5691 / .S657 2007