By Alastair Day

ISBN-10: 0849392993

ISBN-13: 9780849392993

Provides monetary managers, finance pros and finance scholars with a short, effortless and functional consultant to utilizing Excel for monetary mathematics.

  • Financial arithmetic may be utilized extra quick and simply in Excel than the other package deal, there's for this reason call for for a ebook during this box.
  • Will increase monetary managers’ skills with Excel and supply them with suggestions to their monetary difficulties.
  • Highly functional : incorporates a library of templates, routines and options for instance of the equipment.
  • Part of the hugely revered and regarded Mastering sequence.
  • Positioning: Will use easier types to demonstrate the formulation and method than Mastering monetary Modelling and Mastering threat Modelling.
  • Benchmark: 1. studying monetary Calculations (Steiner). related booklet, yet for pros in monetary markets, and with much less emphasis on Excel.
  • Benchmark 2. Paul Wilmott’s Quantitative Finances (Wiley) is during this area yet is a high-level educational textual content and is much less functional and simple to soak up. The routines and recommendations in ours will considerably diminish studying time. Ours additionally focuses thoroughly on Excel, that is a typical for all monetary managers and scholars, this is often what they wish and wish to know.

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Extra resources for Mastering Financial Mathematics in Microsoft Excel: A Practical Guide for Business Calculations

Example text

96 as the present value of the coupons and principal. There have been 91 coupon days based on a 360day year since the last coupon date. 47. The clean price is produced using the PRICE function: Cell C19: =PRICE($C$7,$C$8,$C$10/100,$C$11/100, $C$9,$C$41,$F$46))) The day conventions are as noted earlier: 0 1 2 3 4 US (NASD) 30/360 Actual/actual Actual/360 Actual/365 European 30/360 Provided that neither the settlement date nor the next coupon date fall contains the 31st day of the month, the US and European 30/360 will yield the same results for accrued interest.

Eurobonds – where an issuer sells the bond outside the domestic country. UK government securities known as gilt-edged securities or ‘gilts’ which mostly pay coupons semi-annually. Interest is calculated on an ACT/ACT basis. US treasury bonds for varying periods with semi-annual coupons with maturities of two, five, ten and 30 years. Federal agencies also issue bonds, for example Federal National Mortgage Association (FNMA or ‘Fanny Mae’), Federal Home Mortgage Association (FHMC or ‘Freddy Mac’), Student Loan Marketing Association (SLMA or ‘Sally Mae’) and the Government National Mortgage Association (GNMA or ‘Ginny Mae’).

The settlement date is 1st April 2008. 96 as the present value of the coupons and principal. There have been 91 coupon days based on a 360day year since the last coupon date. 47. The clean price is produced using the PRICE function: Cell C19: =PRICE($C$7,$C$8,$C$10/100,$C$11/100, $C$9,$C$41,$F$46))) The day conventions are as noted earlier: 0 1 2 3 4 US (NASD) 30/360 Actual/actual Actual/360 Actual/365 European 30/360 Provided that neither the settlement date nor the next coupon date fall contains the 31st day of the month, the US and European 30/360 will yield the same results for accrued interest.

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Mastering Financial Mathematics in Microsoft Excel: A Practical Guide for Business Calculations by Alastair Day


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