Fixed Income Mathematics_人大经济论坛下载系统

Chapter 1 Introduction—Who this Book is for and What it Hopes to Accomplish
Chapter 2 Interest, Its Calculation, and Return on Investment
Chapter 3 Compound Interest
Chapter 4 Present Values
Chapter 5 Annuities Certain
Chapter 6 Bond Price Calculation
Chapter 7 The Future Value (or Amount) of an Annuity
Chapter 8 Accrued Interest
Chapter 9 Discount Yield
Chapter 10 Calculations for Other Securities
Chapter 11 Quotations and Bond Market Reports
Chapter 12 Types of Yields
Chapter 13 Sources of Return, Total Return, and Interest on Interest
Chapter 14 Volatility and Its Measures
Chapter 15 Duration
Chapter 16 Convexity
Chapter 17 The Mathematical Development of Duration, Convexity,
Chapter 18 Probability and Some Applications to Finance
Chapter 19 The Term Structure of Interest Rates, the Expectations Hypothesis, and Implied Forward Rates
Chapter 20 Variable and Uncertain Cash Flows
Chapter 21 Mortgage-Backed Securities
Chapter 22 Futures Contracts
Chapter 23 Options

Fixed Income Mathematics