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(SOA EXAM FM)금융수리

(SOA EXAM FM)금융수리 (Loan 30 times)

Material type
단행본
Personal Author
서재영.
Title Statement
(SOA EXAM FM)금융수리 / 서재영 저.
Publication, Distribution, etc
파주 :   자유아카데미 ,   2008.  
Physical Medium
xvii, 276 p. : 삽도 ; 26 cm.
ISBN
9788973386628
General Note
색인수록  
SOA는 "Society of Actuary"의 약자임.  
000 00629camccc200229 k 4500
001 000045433418
005 20100806074143
007 ta
008 080318s2008 ggka 001c kor
020 ▼a 9788973386628 ▼g 93310
035 ▼a (KERIS)BIB000011241792
040 ▼a 222001 ▼c 222001 ▼d 211009
082 0 4 ▼a 332.0151 ▼2 22
090 ▼a 332.0151 ▼b 2008
100 1 ▼a 서재영.
245 2 0 ▼a (SOA EXAM FM)금융수리 / ▼d 서재영 저.
260 ▼a 파주 : ▼b 자유아카데미 , ▼c 2008.
300 ▼a xvii, 276 p. : ▼b 삽도 ; ▼c 26 cm.
500 ▼a 색인수록
500 ▼a SOA는 "Society of Actuary"의 약자임.
945 ▼a KINS

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Science & Engineering Library/Sci-Info(Stacks1)/ Call Number 332.0151 2008 Accession No. 121167895 Availability Available Due Date Make a Reservation Service B M

Contents information

Author Introduction

서재영(지은이)

Information Provided By: : Aladin

Table of Contents


목차
1장 Basics of Interest Theory
 1.1 Introduction = 1
 1.2 종가함수(Accumulation Function) = 2
 1.3 유효이율(Effective Rate of Interest) = 2
  1.3.1 단리(Simple Interest) = 3
  1.3.2 복리(Compound Interest) = 4
 1.4 현가(Present Value of Future Payment) = 5
 1.5 유효할인율(Effective Rate of Discount) = 6
 1.6 이력(Force of Interest) = 8
 1.7 명목이율(Nominal Interest Rates) = 11
 1.8 명목할인율(Nominal Discount Rates) = 13
 1.9 인플레이션과 실질이율(Inflation and Real Interest Rates) = 16
 Exercise for Chapter 01 = 18
2장 Cosh Flow Modeling
 2.1 개요 = 27
 2.2 현금흐름(Cashflows) = 28
 2.3 가치방정식(Equation of Value) = 29
 2.4 기금의 이자계산(Interest Measurement in a Fund) = 33
  2.4.1 Dollar - Weighted Rate of Return = 33
  2.4.2 Time - Weighted Rate of Return = 35
  2.4.3 Portfolio Method and Investment Year Method = 38
 Exercise for Chapter 02 = 42
3장 Annuities
 3.1 평준확정연금(Level Annuity Certain) = 51
  3.1.1 기말급 연금(Annuity - Immediate) = 51
  3.1.2 기시급 연금(Annuity - Due) = 53
  3.1.3 거치연금(Deferred Annuities) = 55
  3.1.4 무한연금(Perpetuities) = 56
 3.2 변동확정연금(Varying Annuity Certain) = 60
  3.2.1 기말급 증액연금(Increasing Annuity - Immediate) = 60
  3.2.2 기시급 증액연금(Increasing Annuity - Due) = 62
  3.2.3 기말급 감액연금(Decreasing Annuity - Immediate) = 63
  3.2.4 기시급 감액연금(Decreasing Annuity - Due) = 63
  3.2.5 체증연금(Compound Increasing Annuity) = 64
 3.3 매년 m회 지급 확정연금 = 70
  3.3.1 매년 m회 지급 기말급 연금(Annuities - Immediate payable mthly) = 70
  3.3.2 매년 m회 지급 기시급 연금(Annuities - Due Payable mthly) = 71
 3.4 매 k년 1회 지급 확정연금 = 74
 3.5 연속연금(Continuous Payable Annuities) = 79
  3.5.1 평준연속연금(Level Continuous Payable Annuities) = 79
  3.5.2 변동연속연금(Continuously Payable Varying Annuities) = 81
 Exercise for Chapter 03 = 83
4장 Amortization Schedules end Sinking Funds
 4.1 대출잔존원금(Outstanding Loan Balance)의 계산 = 99
 4.2 할부상환방법(Amortization Method) = 101
 4.3 감채기금(Sinking Fund Method) = 108
 Exercise for Chapter 04 = 113
5장 Bond and Stock
 5.1 채권(Bond)의 정의 = 119
 5.2 채권의 장부가격(Book Value of The Bond) = 121
 5.3 채권의 Amortization = 123
 5.4 이율의 기간구조와 수익률곡선 = 125
  5.4.1 현물이율(Spot Rate) = 126
  5.4.2 선도이율(Forward Rate) = 128
  5.4.3 채권의 만기수익률(Yield to Maturity of Bond) = 128
  5.4.4 기간구조이론(Term Structure Theories) = 131
 5.5 수의상환채권(Callable Bond) = 132
 5.6 주식(Stocks) = 140
  5.6.1 보통주(Common Stock) = 140
  5.6.2 우선주(Preferred Stock) = 141
  5.6.3 공매(Short Sale) = 141
 Exercise for Chapter 05 = 145
6장 Mordern Financial Analysis
 6.1 듀레이션(Duration) = 151
  6.1.1 PVBP(Price Value of a Basis Point) = 152
  6.1.2 듀레이션(Duration) = 153
 6.2 Convexity = 161
  6.2.1 Macaulay Convexity와 Macaulay M - squared = 161
  6.2.2 Convexity와 M - squared = 162
  6.2.3 Duration, Convexity, M - squared사이의 관계 = 162
  6.2.4 Portfolio Convexity = 165
 6.3 명목이율하의 Duration과 Convexity = 165
 6.4 이율 위험관리(Interest Rate Risk Management) = 167
  6.4.1 Immunization = 167
 Exercise for Chapter 06 = 173
7장 Financial Derivatives
 7.1 개요 = 179
 7.2 금융자산의 Buying과 Short - Selling = 180
 7.3 선도계약(Forward Contract) = 181
  7.3.1 Forward Contract의 Long과 Short = 182
  7.3.2 Forward Contract의 Payoff = 182
  7.3.3 A Forward Contract vs. Outright Purchase = 184
  7.3.4 Cash Settlement = 186
  7.3.5 Prepaid Forward Contract on Stock = 187
  7.3.6 Forward Contract on Stock = 190
  7.3.7 Synthetic Forward Contract = 191
 7.4 옵션계약(Options) = 193
  7.4.1 옵션의 구분 = 194
  7.4.2 Payoff and Profit for Option = 194
  7.4.3 Moneyness of an Option = 199
  7.4.4 Put - Call Parity = 199
 7.5 Insurance, Collars, and Other Strategies = 200
  7.5.1 Insuring a Long Position:Floors = 200
  7.5.2 Insuring a Short Position: Caps = 201
  7.5.3 Selling Insurance = 202
  7.5.4 Spread and Collars = 204
 7.6 스왑계약(Swaps) = 211
  7.6.1 Commodity Swap = 211
  7.6.2 금리스왑(Interest Rate Swaps) = 213
 7.7 위험관리(Risk Management) = 216
  7.7.1 생산자 관점에서의 위험관리 = 216
  7.7.2 구매자 관점에서의 위험관리 = 217
 Exercise for Chapter 07 = 220
Solutions for Passed SOA problem sets
 제1장 Solutions for Passed SOA Problem sets = 227
 제2장 Solutions for Passed SOA Problem sets = 230
 제3장 Solutions for Passed SOA Problem sets = 235
 제4장 Solutions for Passed SOA Problem sets = 243
 제5장 Solutions for Passed SOA Problem sets = 248
 제6장 Solutions for Passed SOA Problem sets = 254
Answers for Exercise = 259
SAMPLE QUESTIONS FOR EXAM FM/2 by SOA = 267


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