An introduction to the mathematics of finance : a deterministic approach /

This text offers a highly illustrated introduction to mathematical finance, with a special emphasis on interest rates. This revision of the McCutcheon-Scott classic follows the core subjects covered by the first professional exam required of UK actuaries, the CT1 exam. It realigns the table of conte...

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Bibliographic Details
Main Author: Garrett, S. J. (Stephen J.) (Author)
Corporate Author: ScienceDirect (Online service)
Other Authors: McCutcheon, J. J. (John J.)
Format: eBook
Language:English
Published: Kidlington, Oxford : Butterworth-Heinemann is an imprint of Elsevier, 2013.
Edition:Second edition.
Subjects:
Online Access:Connect to the full text of this electronic book
Description
Summary:This text offers a highly illustrated introduction to mathematical finance, with a special emphasis on interest rates. This revision of the McCutcheon-Scott classic follows the core subjects covered by the first professional exam required of UK actuaries, the CT1 exam. It realigns the table of contents with the CT1 exam and includes sample questions from past exams of both The Actuarial Profession and the CFA Institute. With a wealth of solved problems and interesting applications, An Introduction to the Mathematics of Finance stands alone in its ability to address the needs of its primary target audience, the actuarial student. It closely follows the syllabus for the CT1 exam of The Institute and Faculty of Actuaries.
Item Description:"A revision of the original 'An introduction to the mathematics of finance' by J.J. McCutcheon and W.F. Scott."--Preface
"Published for the Institute and Faculty of Actuaries (RC000243)."
Physical Description:1 online resource (xii, 450 pages) : illustrations
Bibliography:Includes bibliographical references (pages 441-442) and index.
ISBN:0080982409
9780080982403
0080982751
9780080982755