Opis
Celem autorek niniejszego skryptu jest przybliżenie czytelnikowi najważniejszych zagadnień matematyki finansowej. Publikacja podzielona jest na dziesięć rozdziałów. W każdym z nich czytelnik znajdzie dużo przykładów zadań utrwalających właściwe kompetencje finansowe.
The aim of the authors of the following script is to introduce the reader to the most important topics in financial mathematics. The publication is divided into ten chapters. In each of them, the reader will find plenty of examples of tasks to consolidate relevant financial competences.
Spis treści
Contents
1. Accumulation and amount functions / 4
2. Simple and Compound Accumulation Models / 11
3. Present Value and Discount Function / 22
4. The Basics of Annuity Theory / 34
5. Annuity Values on Any Date / 48
6. Varying Annuities / 64
7. More Frequent Annuities / 82
8. Loan Repayment Methods / 101
9. Assessment Methods of Investment Projects / 120
10. Bonds, T-Bills, Duration and Immunization / 132
Preface
The goal of this book is to present applications of the selected theory introduced in "Theory of Interest" by Kellison (see [4] in Bibliography) in the form of a collection of problems accompanied by their solutions. Exercises are studied in detail to encourage students to selfimmense to the world of finance by analyzing various situations from real life, which are faced not only by investors. At the beginning of each chapter, there is a short revision of terms, formulas, and basic definitions.
In addition to "Theory of Interest", we recommend reading other reference materials, e.g. [1], [2], [3], [5], and [6] included in Bibliography to broaden the knowledge associated with the topics.1 The scope of the book is suitable students familiar with calculus at the Lodz University of Technology, in particular, of Applied Mathematics, International Faculty of Engineering, and any other fields of studies in the "Introduction to Financial Mathematics" course. Nevertheless, it can be also useful for students from other universities making their first steps in financial mathematics.
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