For this latest updated edition, a whole section in the chapter on bond management has been revised, extended and placed under a new heading called Immunization Strategies.
Contents
About the Authors v
Preface to the Updated Edition vii
Preface to the 1st Edition ix
List of Mathematical Symbols xi
Chapter 1 Interest Accumulation and Time Value of Money 1
Chapter 2 Annuities 39
Chapter 3 Spot Rates, Forward Rates and the Term Structure 73
Chapter 4 Rates of Return 99
Chapter 5 Loans and Costs of Borrowing 141
Chapter 6 Bonds and Bond Pricing 181
Chapter 7 Bond Yields and the Term Structure 207
Chapter 8 Bond Management 239
Chapter 9 Stochastic Interest Rates 285
Appendix A Review of Mathematics and Statistics 307
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Yiu-Kuen Tse, PhD, FSA, graduated from the University of Hong Kong, majoring in Economics and Statistics. He obtained his MSc in Statistics and his PhD in Econometrics from the London School of Economics. He has been a Fellow of the Society of Actuaries since 1993. Dr. Tse s research interests are in Empirical Finance, Financial Econometrics and Econometric Methodology. He is Professor of Economics at the School of Economics and Social Sciences, Singapore Management University. He has published extensively in scholarly journals and is the author of the book Nonlife Actuarial Models: Theory, Methods and Evaluation (Cambridge University Press, 2009). Dr. Tse teaches undergraduate actuarial courses and has been involved in many executive training programs.
"About this title" may belong to another edition of this title.
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