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Lovelock D., Mendel M., Wright A.L. — Introduction to the Mathematics of Money: Saving and Investing
Lovelock D., Mendel M., Wright A.L. — Introduction to the Mathematics of Money: Saving and Investing

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Название: Introduction to the Mathematics of Money: Saving and Investing

Авторы: Lovelock D., Mendel M., Wright A.L.

Аннотация:

This is an undergraduate textbook on the basic aspects of personal savings and investing with a balanced mix of mathematical rigor and economic intuition. It uses routine financial calculations as the motivation and basis for tools of elementary real analysis rather than taking the latter as given. Proofs using induction, recurrence relations and proofs by contradiction are covered. Inequalities such as the Arithmetic-Geometric Mean Inequality and the Cauchy-Schwarz Inequality are used. Basic topics in probability and statistics are presented. The student is introduced to elements of saving and investing that are of life-long practical use. These include savings and checking accounts, certificates of deposit, student loans, credit cards, mortgages, buying and selling bonds, and buying and selling stocks.

The book is self contained and accessible. The authors follow a systematic pattern for each chapter including a variety of examples and exercises ensuring that the student deals with realities, rather than theoretical idealizations. It is suitable for courses in mathematics, investing, banking, financial engineering, and related topics.


Язык: en

Рубрика: Экономика и финансы/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 2006

Количество страниц: 294

Добавлена в каталог: 19.06.2008

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID
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Предметный указатель
30-day month method      8—11
30/360 method      10
Accrued interest      125
Actual number of days      8
Adjustable rate loan      75
After-tax rate of interest      51
AIG      189
Amazon.com      183
American Express      108
American option      192
Amortization      77 80 83—86
Amortization schedule      83 97
Amortization table      83 100
Amortization Theorem      86
Annual effective rate      21 22 48
Annual yield to maturity      114
Annuity      55—70
Annuity due      55 66—70
Annuity, due      55 66—70
Annuity, ordinary      55
Arithmetic average quarterly return      173
Arithmetic-geometric mean inequality      20 249 250
Asian option      192
Ask yield      140
Asked price      139 140
Asymptote      136
AT&T      189
Average Quarterly Return Theorem      174
Banker’s Rule      10
Basis points      115
Bearish      198 200
Bermudian option      192
Beta      182—185
Bid price      139 140
Big caps      150
Binomial Convergence Theorem      220 273
Binomial random variable      218 260 272
Binomial tree      216 217 220 221 223 224
Bisection method      30
Black — Scholes formula      228 230
Black — Scholes option pricing model      225
BOND      77 78 113—121 208—211
Bond amortization schedule      118
Bond Theorem      116
Bond, amortization schedule      118
Bond, noncallable      114—117
Broker      151
Brownian Motion Model      215
Bullish      198
Business loan      76
Call option      192—196 209 224
Capital asset pricing model      184
Capital market line      184
capitalization      150
CAPM      see Capital Asset Pricing Model
Cash dividend      161
Cash flow      23—26
Cauchy — Schwarz inequality      152 249
CD      5 6
Central limit theorem      270
Certificate of deposit      5 6 18
Checking account      7 11
Checksum      108 109
commission      151 157
Common Stock Theorem      176
Complement      255
Compound continuously      19
Compound interest      1 13—25
Compound Interest Theorem      15
Compounding      18
Compounding factor      18
Concave down      135 136
Concave up      16 47 59 69 122
Concave, down      135 136
Concave, up      16 47 59 69 122
Conditional probability      256
Constant Growth Theorem      177
Consumer Price Index      48 49
Continuous random variable      265 266
Convergence in distribution      218 270
Convex      47 52 53
Convexity      137 138
Correlation coefficient      181 277
Coupon      78 113—118 125 126 133 137
Coupon rate      114 134
Coupon rate per coupon payment period      114
Covariance      276
Covered call      203
Covered put      206
CPI      see Consumer Price Index
Credit card      79 101—110
Credit Card Theorem      105—107
Current yield      116—118
Deflation      47
Density function      265 266
Descartes’ Rule of Signs      33
Diners Club      108
Discount      117 118 139 147 177 178
discount factor      18
Discount yield      139
Discount yield method      139
Discounted value      18
Discounting      18
DISCOVER      108
Discrete random variable      257
Disjoint      255
Divisor      166—168
Dollar cost averaging      151—153
Dow Jones Industrial Average      165
Down ratio      216
Duration      126 128 146 147 262—264
E(R)      see Expected return
Eastman Kodak      189
EFF      see Annual effective rate
Empty set      253 255
equity      153—155 157 158
European option      192
Exact interest      10
Exact number of days      8
Exchange rate      150
Exercise price      192 194—198
Expected return      178
Expected value      257 266
expiration date      192
Explanatory variable      182
Face value      113—115 117—119 121 125 139 140 142 144 211 221
Fair price      224
Fannie Mae      see Federal National Mortgage Association
FDIC      see Federal Deposit Insurance Corporation
Federal Deposit Insurance Corporation      6
Federal Home Loan Mortgage Corporation      91
Federal National Mortgage Association      91
FHLMC      see Federal Home Loan Mortgage Corporation
Final payment      70 90 105 111 115 118
Finite difference equation      247
Fixed rate loan      75 81
Flexible tree      224
FNMA      see Federal National Mortgage Association
Freddie Mac      see Federal Home Loan Mortgage Corporation
future value      1—5 14—19 55—57 67—69 115
Future Value of an Annuity Due Theorem      68 69
Future Value of an Ordinary Annuity Theorem      57 58
Geometric average quarterly return      173
Geometric Brownian motion      229
Geometric Brownian Motion Model      215 225
Ginnie Mae      91
GNMA      see Government National Mortgage Association
Government National Mortgage Association      91
Greeks      236—238
Hedge ratio      213 214 240
Hedge Ratio Theorem      213 244
Hedging      211 213
Hoelder’s inequality      251
In the money      194 195
In the money premium      192
Independence      256 259 260
Independent random variables      259 270 272 281
Index fund      29
Indicator variable      178 281
Indifferent between      25
Induction      see Mathematical induction
Inequality, Arithmetic-Geometric Mean Inequality      20 249
Inequality, Cauchy — Schwarz Inequality      250
Inequality, Hoelder’s Inequality      251
Inequality, Triangle inequality      253
Inflation      6 45—48 50 113 139 179
Inflation Theorem      48
Initial public offering      149
Interest rate      2 5—7 14 16 17 28 35 55 56 59 61 63 67 84 86 88 89 94 101 113 139 150
Interest, accrued      125
Interest, compound      1 13—25
Interest, exact      10
Interest, simple      1—10 27
Internal rate of return      21 26—36 78
International Paper      161 189
Intersection      255
Intrinsic value      195
Investment yield      140
Investment yield method      140
Investor’s Business Daily      7
Investor’s rate of return      114
IRR      see Internal rate of return
IRR Uniqueness Theorem I      33 34
IRR Uniqueness Theorem II      34 35
Joint distribution of random variables      275
Large caps      150
Latest trading day      160 161
Least-squares criterion      279
Least-squares regression line      279
Linear interpolation      94—97
Linear regression      277
Lognormal distribution      271
Long Sale Maintenance Level Theorem      156
Luhn algorithm      108
Macaulay duration      see Duration
MAD      see Mean absolute deviation
Maintenance call      155
Maintenance requirement      153 155 157—159
Margin      153—157
Margin account      153
Market risk premium      185
Market value      114 141 159
Mastercard      108
Mathematical induction      3 4 15 34 57 86 245—246 249 260
maturity      6 113 116—118 139
Mean      215 220 226 249 250 257 258 260 261 265—272
Mean absolute deviation      178 179
Mean value theorem      96
Merton, Robert C.      229
Mid-cap      150
Mod 10 Method      108
Modified duration      129—137
Moment generating function      272—274
Moment Generating Function Convergence Theorem      273 274
Moments      271
Money market account      7
Mutually exclusive      255
NAIC      see National Association of Investors Corporation
NASD      see National Association of Securities Dealers
Nasdaq Composite Index      169
National Association of Investors Corporation      38
National Association of Securities Dealers      151
National Association of Securities Dealers Automatic Quotation System      150 169
Net present value      25
New York Stock Exchange      150
Newton’s method      30
Nobel prize      229
Nominal rate      2 3 14 15 20 21 55 57 62 67—69
Nominal yield      116—118
Noncallable bond      114—117
Nondiversiflible risk      see Systematic risk
Nonsystematic risk      180
Normal random variable      215 220 226 266 272
Option      191
Option, American      192
Option, Asian      192
Option, Bermudian      192
Option, call      192—196 209 224
Option, European      192
Option, put      192—196
Ordinary annuity      55
Ordinary interest      10
Out of the money      192 194 196
P/E      see Price to earnings ratio
Par value      114
Percent price change      130—132
Periodic Payment Theorem      88
Perpetuity      71
Pfizer      189
Philadelphia Stock Exchange      150
Portfolio      141—143 186—188 208—214 220
Portfolio of bonds      141
Portfolio of stocks      186 187
Premium      117 192—196
Present value      1—4 14 62 116
Present Value of an Annuity Due Theorem      69
Present Value of an Ordinary Annuity Theorem      62
Price appreciation      40
Price to earnings ratio      160 161
Price-Yield Theorem      122 147
Prices of Call and Put Options Theorem      194
Primary market value      114
Principal      2 3 76—79 83—88 102 103 118 119
probability      256
Probability function      257
Probability measure      256
Profit-loss diagram      208
Protective put      212
Purchasing Power Theorem      45 46
Put option      192—196 207—208
Put-Call Parity Theorem      208—210
Quoted interest rate      2
Random variable      217 218 225 256—277
Random variable, binomial      218 260 272
Random variable, continuous      265 266
Random variable, discrete      257
Random variable, normal      215 220 226 266 272
Rate of return      5 27 116 172 175—177 184 185 209 217
Rate of return per period      5
Real rate of interest      48
Recombining tree      216
Recurrence relations      3 4 15 57 86 247
Redemption date      114
Regression line      182 184 279
Required equity      153 154
Required rate of return      175—177 180 184 217
Response variable      182
RETURN      37—39 63 101 137 145 149 172—176 178—181 183 188 217
Reverse stock split      150
Risk      175—185
Risk-free rate of return      184 209 213
Rule of 69      3 36
Rule of 72      36
S&P 500      see Standard and Poor’s 500
Sample mean      280 282
Sample variance      281 282
savings account      7 35
Scholes, Myron      229
sec      see Securities and Exchange Commission
Secondary market value      114
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