Financial Products

An Introduction using Mathematics and Excel

1 edition
  • 0 Ratings
  • 0 Want to read
  • 0 Currently reading
  • 0 Have read
Not in Library

My Reading Lists:

Create a new list

Check-In

×Close
Add an optional check-in date. Check-in dates are used to track yearly reading goals.
Today

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

Buy this book

Last edited by ImportBot
August 2, 2020 | 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

Buy this book

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
2008, Cambridge University Press
E-book 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
June 30, 2008, Cambridge University Press
Hardcover in English - 1 edition

Add another edition?

Book Details


Classifications

Library of Congress
HG106, HG106 .D33 2008

The Physical Object

Format
Paperback
Number of pages
336

ID Numbers

Open Library
OL10436309M
ISBN 10
0521682223
ISBN 13
9780521682220
LCCN
2007044748
Library Thing
5307344
Goodreads
6577322

Community Reviews (0)

Feedback?
No community reviews have been submitted for this work.

Lists

This work does not appear on any lists.

History

Download catalog record: RDF / JSON
August 2, 2020 Edited by ImportBot import existing book
August 13, 2010 Edited by WorkBot merge works
June 22, 2010 Edited by ImportBot add details from OverDrive
April 28, 2010 Edited by Open Library Bot Linked existing covers to the work.
December 10, 2009 Created by WorkBot add works page