Schaum's Outline of Mathematics of Finance, Second Edition

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Date

January 27, 2011

Format

Paperback, 304 pages

ISBN

0071756051 / 9780071756051

$

Your Price

19.00



Overview


Main description

The ideal review for your financial mathematics course

More than 40 million students have trusted Schaum’s Outlines for their expert knowledge and helpful solved problems. Written by renowned experts in their respective fields, Schaum’s Outlines cover everything from math to science, nursing to language. The main feature for all these books is the solved problems. Step-by-step, authors walk readers through coming up with solutions to exercises in their topic of choice.

  • Coverage of a wide variety of practical applications using actual business and financial transactions
  • Each chapter presents principles and formulas, together with solved problems relevant to each subtopic, followed by a set of supplementary problems with answers
  • Review problems at the end of the book for additional study or self-testing
  • Chapter topics include: Exponents and logarithms; Progressions; Simple interest and discount; Compound interest and discount; Simple annuities; General and other annuities; Amortization and sinking funds; Bonds: Capital Budgeting and depreciation; Contingent payments; Life annuities and life insurance


Table of contents

Exponents and Logarithms; Progressions; Simple Interest and Simple Discount; Compound Interest and Compound Discount; Simple Annuities; General and Other Annuities; Amortization and Sinking Funds; Bonds; Capital Budgeting and Depreciation


Author comments

Petr Zima serves on the faculties of three Canadian institutions—and is the coauthor of several works in financial mathematics and operations research.

Robert L. Brown, F.S.A., F.C.I.A., A.C.A.S. (Waterloo, Ontario, Canada), is a professor in the Department of Statistics and Actuarial Science at the University of Waterloo, Waterloo, Canada. He is author of three books and coauthor of a recent textbook in the mathematics of finance.





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