Handbook of Financial Mathematics: Mathematics for Derivatives

This two-volume set is the updated and expanded edition of Peter Cartledge's best-selling manuals A Handbook of Financial Mathematics and Financial Arithmetic: A Practitioner's Guide. Built around practical worked examples, both volumes take a step-by-step approach to understanding the mathematical underpinnings and implications of all types of deals and instruments. Both volumes include practical worked examples for the HP19BII and HP17BII calculators. Detailed yet practical, these books are a must for all who have any dealings with financial instruments. Vol. 2 - Derivative Instruments moves from the basics to provide step-by-step guidance to the more complex mathematics of derivatives pricing, hedging, and strategy including: swaps (FRAs, interest rate, zero-coupon, accreting, amortising, spreadlocks, cross-currency, and index) futures (bond, currency, stock index) options (bond, currency, FRA, futures, caps and floors, exotic options) convertibles, warrants and credit derivatives (total return, credit default, credit linked).