Financial Products

An Introduction Using Mathematics and Excel

Bill Dalton

$71.95

Paperback

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English

Cambridge University Press
08 December 2008

Economics & Business; Financial accounting; Finance; Applied mathematics

Summary
Details

Financial Products provides a step-by-step guide to some of the most important ideas in financial mathematics. It describes and explains interest rates, discounting, arbitrage, risk neutral probabilities, forward contracts, futures, bonds, FRA and swaps. It shows how to construct both elementary and complex (Libor) zero curves. Options are described, illustrated and then priced using the Black Scholes formula and binomial trees. Finally, there is a chapter describing default probabilities, credit ratings and credit derivatives (CDS, TRS, CSO and CDO). An important feature of the book is that it explains this range of concepts and techniques in a way that can be understood by those with only a basic understanding of algebra. Many of the calculations are illustrated using Excel spreadsheets, as are some of the more complex algebraic processes. This accessible approach makes it an ideal introduction to financial products for undergraduates and those studying for professional financial qualifications.

By: Bill Dalton
Imprint: Cambridge University Press
Country of Publication: United Kingdom
Dimensions: Height: 244mm, Width: 170mm, Spine: 21mm
Weight: 640g
ISBN: 9780521682220
ISBN 10: 0521682223
Publication Date: 08 December 2008
Audience: College/higher education , Professional and scholarly , Primary , Undergraduate
Format: Paperback
Publisher's Status: Active