Financial Products

An Introduction using Mathematics and Excel

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Last edited by ImportBot
October 4, 2021 | History

Financial Products

An Introduction using Mathematics and Excel

1 edition
  • 0 Ratings
  • 0 Want to read
  • 0 Currently reading
  • 0 Have read

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.

Publish Date
Language
English
Pages
336

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Previews available in: English

Edition Availability
Cover of: Financial Products
Financial Products: An Introduction Using Mathematics and Excel
2012, Cambridge University Press
in English
Cover of: Financial Products
Financial Products: An Introduction Using Mathematics and Excel
2008, Cambridge University Press
in English
Cover of: Financial Products
Financial Products: An Introduction Using Mathematics and Excel
2008, Cambridge University Press
in English
Cover of: Financial Products
Financial Products: An Introduction using Mathematics and Excel
June 30, 2008, Cambridge University Press
Paperback in English - 1 edition
Cover of: Financial Products
Financial Products: An Introduction Using Mathematics and Excel
2008, Cambridge University Press
in English
Cover of: Financial Products
Financial Products: An Introduction using Mathematics and Excel
June 30, 2008, Cambridge University Press
Hardcover in English - 1 edition
Cover of: Financial Products
Financial Products
2008, Cambridge University Press
E-book in English

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Book Details


Classifications

Library of Congress
HG106 .D33 2008

The Physical Object

Format
Hardcover
Number of pages
336

ID Numbers

Open Library
OL10437612M
ISBN 10
0521863589
ISBN 13
9780521863582
Library Thing
5307344
Goodreads
6284003

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Better World Books record

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Download catalog record: RDF / JSON / OPDS | Wikipedia citation
October 4, 2021 Edited by ImportBot import existing book
August 21, 2020 Edited by ImportBot import existing book
August 17, 2010 Edited by IdentifierBot added LibraryThing ID
August 13, 2010 Edited by WorkBot merge works
April 30, 2008 Created by an anonymous user Imported from amazon.com record