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Investment Mathematics for Finance and Treasury Professionals: A Practical Approach (Wiley/Treasury Management Association Series) [Hardcover]

Gregory Kitter

RRP: 75.00
Price: 61.82 & FREE Delivery in the UK. Details
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Book Description

17 Nov 1998 Wiley/Treasury Management Association Series (Book 1)
For Finance and Treasury professionals to effectively pitch, sell, and comprehend the true appeal and relevance of a particular security, there is nothing more important than knowing how the value of said security has been determined. While punching numbers into a computer may provide the information needed, it is nevertheless essential to have a firm grasp of the valuation concepts in order to make the best, most informed decisions. Offering a straightforward, accessible approach not found anywhere else, this comprehensive new book provides a clear–cut road map through the mathematical concepts associated with the investments sector of Treasury management. Written by an expert in the field, Investment Mathematics for Finance and Treasury Professionals explains the principles and formulae used in the fixedincome cash markets. It presents an in–depth, yet practical look at the applications associated with these money and capital markets instruments. The book also covers calculations and applications in the foreign exchange and equities markets. The same in–depth coverage is applied to the various fixed–income and foreign exchange derivatives markets used as both speculative and hedging tools. Spanning the spectrum from price/yield changes to risk/return, and packed with numerous examples that illustrate key concepts, this exhaustive resource includes: ∗ Yield spread analysis––methods of price/yield quotation, yield spreads by maturity, off–the–run vs. on–the–run ∗ Price/yield sensitivity––hedge ratios, basis point value, dollar duration, convexity ∗ Term structure of interest rates different yield curve structures, zero coupon yield curve, Treasury trading STRIPS ∗ Foreign exchange––crossrates, spot rates, forward points, covered interest arbitrage ∗ Options––plain vanilla vs. exotic options, over–the–counter vs. exchange–traded options, understanding option valuation models, and option hedging and trading strategies ∗ Interest rate swaps, swaptions, caps, floors, collars, inverse floaters ∗ Risk/return––valuation theory, capital asset pricing model, value at risk Complete with supporting appendixes that contain statistical information on such essentials as historical interest rate patterns, conversion factors for Treasury bond futures, the standard normal distribution, and day count basis for different bonds, Investment Mathematics for Finance and Treasury Professionals is an indispensable reference for anyone involved with corporate and municipal treasury functions. Providing Finance and Treasury professionals the fundamental information necessary to understand the mathematical concepts and applications used in investment decisions, this in–depth and accessible resource explains and clarifies the concepts behind investment mathematics. With numerous examples and comprehensive appendixes containing important statistical data, Investment Mathematics for Finance and Treasury Professionals covers everything from price/yield changes and yield spread analysis to term structure of interest rates, derivatives, and risk/return.

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From the Author

A practical look at a quantitative subject
The fundamental premise of the book is you don't need to be a rocket scientist to understand and use investment mathematics. Unless you are a mathematician, programmer, or teacher of one of the two, all you need is an understanding of the concepts and know which buttons to press to get the job done.

From the Inside Flap

For Finance and Treasury professionals to effectively pitch, sell, and comprehend the true appeal and relevance of a particular security, there is nothing more important than knowing how the value of said security has been determined. While punching numbers into a computer may provide the information needed, it is nevertheless essential to have a firm grasp of the valuation concepts in order to make the best, most informed decisions. Offering a straightforward, accessible approach not found anywhere else, this comprehensive new book provides a clear–cut road map through the mathematical concepts associated with the investments sector of Treasury management. Written by an expert in the field, Investment Mathematics for Finance and Treasury Professionals explains the principles and formulae used in the fixed–income cash markets. It presents an in–depth, yet practical look at the applications associated with these money and capital markets instruments. The book also covers calculations and applications in the foreign exchange and equities markets. The same in–depth coverage is applied to the various fixed–income and foreign exchange derivatives markets used as both speculative and hedging tools. Spanning the spectrum from price/yield changes to risk/return, and packed with numerous examples that illustrate key concepts, this exhaustive resource includes: Yield spread analysis—methods of price/yield quotation, yield spreads by maturity, off–the–run vs. on–the–run Price/yield sensitivity—hedge ratios, basis point value, dollar duration, convexity Term structure of interest rates—different yield curve structures, zero coupon yield curve, Treasury trading Strips Foreign exchange—crossrates, spot rates, forward points, covered interest arbitrage Options—plain vanilla vs. exotic options, over–the–counter vs. exchange–traded options, understanding option valuation models, and option hedging and trading strategies Interest rate swaps, swaptions, caps, floors, collars, inverse floaters Risk/return—valuation theory, capital asset pricing model, value at risk Complete with supporting appendixes that contain statistical information on such essentials as historical interest rate patterns, conversion factors for Treasury bond futures, the standard normal distribution, and day count basis for different bonds, Investment Mathematics for Finance and Treasury Professionals is an indispensable reference for anyone involved with corporate and municipal treasury functions.

Inside This Book (Learn More)
First Sentence
A fixed-income security is simply that: fixed. Read the first page
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Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
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