Chan, Wai-Sum.,

Financial mathematics for actuaries / Wai-Sum Chan, The Chinese University of Hong Kong, Hong Kong, Yiu-Kuen Tse, Singapore Management University, Singapore. - Updated edition - New Jersey : World Scientific, c2013. - xviii, 327 pages :

Accession # 25167 reproduced copy from UC Main Library to UC Banilad Library.

Includes bibliographical references and index.

Contents: Chapter 1 Interest accumulation and time value of money -- Chapter 2 Annuities -- Chapter 3 Spot rates, forward rates and the term structure -- Chapter 4 Rates of return -- Chapter 5 Loans and costs of borrowing -- Chapter 6 Bonds and bond pricing -- Chapter 7 Bond yields and the term structure -- Chapter 8 Bond management -- Chapter 9 Stochastic interest rates.


English

9781259011481 [paperback]


Business mathematics.
Finance--Statistical methods.
Insurance--Statistical methods.
Actuarial science.

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