Financial Mathematics for Actuaries, 3/e (Paperback)
暫譯: 精算師的金融數學（第三版）

Wai-Sum Chan,Yiu-Kuen Tse

Financial Mathematics for Actuaries, 3/e (Paperback)
  • 出版商: World Scientific Pub
  • 出版日期: 2021-10-01
  • 售價: $1,440
  • 貴賓價: 9.8 折 $1,411
  • 語言: 英文
  • 頁數: 345
  • ISBN: 9811245673
  • ISBN-13: 9789811245671

    • 下單後立即進貨 (約5~7天)

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商品描述

This book provides a thorough understanding of the fundamental concepts of financial mathematics essential for the evaluation of any financial product and instrument. Mastering concepts of present and future values of streams of cash flows under different interest rate environments is core for actuaries and financial economists. This book covers the body of knowledge required by the Society of Actuaries (SOA) for its Financial Mathematics (FM) Exam.

The third edition includes major changes such as an addition of an "R Laboratory" section in each chapter, except for Chapter 9. These sections provide R codes to do various computations, which will facilitate students to apply conceptual knowledge. Additionally, key definitions have been revised and the theme structure has been altered.

Students studying undergraduate courses on financial mathematics for actuaries will find this book useful. This book offers numerous examples and exercises, some of which are adapted from previous SOA FM Exams. It is also useful for students preparing for the actuarial professional exams through self-study.

商品描述(中文翻譯)

這本書提供了對金融數學基本概念的深入理解，這些概念對於評估任何金融產品和工具都是必不可少的。在不同利率環境下掌握現值和未來值的現金流量是精算師和金融經濟學家的核心技能。本書涵蓋了精算學會（Society of Actuaries, SOA）對其金融數學（Financial Mathematics, FM）考試所需的知識體系。

第三版包括了重大變更，例如在每一章中新增了「R 實驗室」部分，除了第九章外。這些部分提供了 R 語言的程式碼以進行各種計算，這將幫助學生應用概念知識。此外，關鍵定義已被修訂，主題結構也有所調整。

學習精算金融數學本科課程的學生會發現這本書非常有用。本書提供了大量的範例和練習題，其中一些是改編自之前的 SOA FM 考試。對於通過自學準備精算專業考試的學生來說，這本書也非常有幫助。

作者簡介

作者：Wai-Sum Chan
現職：The Chinese University of Hong Kong

作者：Yiu-Kuen Tse
現職：Singapore Management University

作者簡介(中文翻譯)

作者：陳偉琛
現職：香港中文大學

作者：謝耀權
現職：新加坡管理大學

目錄大綱

Ch 1 Interest Accumulation and Time Value of Money
Ch 2 Annuities
Ch 3 Spot Rates, Forward Rates and the Term Structure
Ch 4 Rates of Return
Ch 5 Loans and Costs of Borrowing
Ch 6 Bonds and Bond Pricing
Ch 7 Bond Yields and the Term Structure
Ch 8 Bond Management
Ch 9 Interest Rates and Financial Securities
Ch10 Stochastic Interest Rates

目錄大綱(中文翻譯)

Ch 1 Interest Accumulation and Time Value of Money

Ch 2 Annuities

Ch 3 Spot Rates, Forward Rates and the Term Structure

Ch 4 Rates of Return

Ch 5 Loans and Costs of Borrowing

Ch 6 Bonds and Bond Pricing

Ch 7 Bond Yields and the Term Structure

Ch 8 Bond Management

Ch 9 Interest Rates and Financial Securities

Ch10 Stochastic Interest Rates

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