An Introduction to the Mathematics of Finance: A Deterministic Approach

Stephen Garrett

Language: English

Publisher: Elsevier Science

Published: Aug 27, 2013

Description:

An Introduction to the Mathematics of Finance: A Deterministic Approach, 2e, offers a highly illustrated introduction to mathematical finance, with a special emphasis on interest rates. This revision of the McCutcheon-Scott classic follows the core subjects covered by the first professional exam required of UK actuaries, the CT1 exam. It realigns the table of contents with the CT1 exam and includes sample questions from past exams of both The Actuarial Profession and the CFA Institute. With a wealth of solved problems and interesting applications, An Introduction to the Mathematics of Finance stands alone in its ability to address the needs of its primary target audience, the actuarial student. Closely follows the syllabus for the CT1 exam of The Institute and Faculty of ActuariesFeatures new content and more examplesOnline supplements available: http://booksite.elsevier.com/9780080982403/Includes past exam questions from The Institute and Faculty of Actuaries and the CFA Institute