| 000 | 02297nam a22002297a 4500 | ||
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| 999 |
_c210 _d210 |
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| 005 | 20190831121000.0 | ||
| 008 | 190831b ||||| |||| 00| 0 eng d | ||
| 020 | _a9780521682220 | ||
| 082 |
_a332.6320420285554 _bDAL |
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| 100 |
_aDalton, Bill _9849 |
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| 245 | _a Financial products: an introduction using mathematics and Excel | ||
| 260 |
_bCambridge University Press _aCambridge _c2008 |
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| 300 | _a399 p. | ||
| 365 |
_aGBP _b33.99 |
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| 504 | _aTable of Contents Introduction An introduction to Excel 1. A foundation 2. Forward contracts 3. The futures market 4. Bonds 5. The forward rate, forward rate agreements, swaps, caps and floors 6. Options 7. Option pricing 8. Credit derivatives Solutions Index. | ||
| 520 | _aFinancial 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. Suitable for undergraduate students on introductory finance courses, as well as professionals qualifying for exams Interactive approach using Excel spreadsheets encourages the reader to try calculations for themselves and to learn by investigation Uses examples from everyday life to show the purpose and relevance of financial products | ||
| 650 |
_aFinance--Mathematical models _9180 |
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| 650 |
_aMicrosoft Excel (Computer file) _9850 |
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| 650 |
_aBusiness mathematics _9179 |
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| 650 |
_aMathematical models _9851 |
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| 942 |
_2ddc _cBK |
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