Wilders, Richard James,

Financial mathematics for actuarial science : the theory of interest / Richard James Wilders. - xiii, 380 pages : illustrations ; 23 cm.

1. Overview and Mathematical Prerequisites. 2. Measuring Interest. 3.Solving Problems in Interest. 4.Annuities. 5.Amortization Schedules and Sinking Funds. 6. Yield Rates. 7. Bonds. 8.Exact Asset Matching and Swaps. 9. Interest Rate Sensitivity. 10. Determinants of Interest Rates.

9781032175072 RM204.24 (PTSL)


Interest -- Mathematical models.
Actuarial science.
Finance -- Mathematical models.