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.