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What this book offers: A catalogue of tried and tested financial algorithms, that are used in backing and trading applications. Plenty of worked examples. What this book does not offer is an intro to programming, or programming languages, or more importantly any theory behind these algorithms. This is a cookbook. Cookbooks tell you to add two spoons of this and one cup of that and then mix it. They don’t explain why you should use the egg white instead of yellow here and the yellow there. Nor do they explain the chemistry behind melting sugar and lemon juice. Neither will we in this book. We are programmers and this book is written for programmers, not mathematicians.

We aim for this book to be a developers reference. To be quick and easy to use. Each algorithm is presented with some background information, including why and how it should be used. What information and other algorithms the developer will need to use in its implement use. Then the algorithm is presented. Followed by a series of examples. This is finally followed by a bibliography of its theory.

  • Second Edition VOLUME 1 :) Areas to Cover: ==
    1. Basics
      1. Date Calculations and Conventions ->
      2. Solving Equations
        1. Newton Raphons -> #6
      3. Time Value of Money
        1. Overview
        2. Interest -> #5
        3. Number of Periods ->
        4. Payments -> #4
        5. Present Value -> #2
        6. Future Value -> #3
        7. Payback Period
        8. Net Present Value ->
        9. Internal Rate of Return ->
        10. Modified Internal Rate of Return ->
        11. Amortization ->
    2. Instruments
      1. Equities
        1. Constant Growth Stock Valuation
        2. Non-constant Growth Stock Valuation
        3. Preferred Stock Valuation
      2. Bonds
        1. Zero Coupon Prices and the Money Multipliers ->?
        2. Using Zeros to Value Cash Flows ->?
        3. No Arbitrage
        4. Bond Price Dynamics
        5. Bond Valuation
        6. Yield to Maturity or Internal Rate of Return ->
        7. Bond Rankings and Interest Rates
        8. Bond Price Movements and Duration
        9. Duration.
        10. Modified Duration
        11. Bond convexity
        12. Odd First Coupons
        13. Odd Last Coupons
        14. Odd First and Last Coupons
        15. Stepped Coupons
        16. Zero Coupon ->
    3. Enineering
        1. Forward Exchange Rate ->
        2. The Term Structure of Interest Rates
        3. Risk and Return
        4. Ratios
        5. Forecasting

Material - verry good