The theory of interest /
Stephen G. Kellison.
- 3rd ed., International ed.
- Boston : McGraw-Hill Irwin, c2009.
- xvi, 643 p. ; 23 cm.
Includes index.
The measurement of interest -- Solution of problems in interest -- Basic annuities -- More general annuities -- Amortization schedules and sinking funds -- Bonds and other securities -- Yield rates -- Practical applications -- More advanced financial analysis -- The term structure of interest rates -- Duration, convexity, and immunization -- Stochastic approaches to interest -- Options and other derivatives.