Chapter 1: The measurement of interest Chapter 2: Solution of problems in interest Chapter 3: Basic annuities Chapter 4: More general annuities Chapter 5: Amortization schedules and sinking funds Chapter 6: Bonds and other securities Chapter 7: Yield rates Chapter 8: Practical applications Chapter 9: More advanced financial analysis Chapter 10: The term structure of interest rates Chapter 11: Duration, convexity and immunization Chapter 12: Stochastic approaches to interest Chapter 13: Options and other derivatives Appendix A: Table numbering the days of the year Appendix B: Illustrative mortgage loan amortization schedule Appendix C: Basic mathematical review Appendix D: Statistical background Appendix E: Iteration methods Answers to the Exercises Glossary of Notation Index |