Financial products: an introduction using mathematics and Excel
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...
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| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge
Cambridge University Press
2008
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| Subjects: | |
| Online Access: | BSB01 FHN01 UBG01 Volltext |
| Summary: | 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 |
| Item Description: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Physical Description: | 1 online resource (399 pages) |
| ISBN: | 9780511806667 |
| DOI: | 10.1017/CBO9780511806667 |
Staff View
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| 520 | |a 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 | ||
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| contents | Introduction -- An introduction to Excel -- A foundation -- Forward contracts -- The futures market -- Bonds -- The forward rate, forward rate agreements, swaps, caps and floors -- Options -- Option pricing -- Credit derivatives -- Solutions -- Index |
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| dewey-tens | 330 - Economics |
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| isbn | 9780511806667 |
| language | English |
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| spelling | Dalton, Bill 1943- Verfasser aut Financial products an introduction using mathematics and Excel Bill Dalton Cambridge Cambridge University Press 2008 1 online resource (399 pages) txt rdacontent c rdamedia cr rdacarrier Title from publisher's bibliographic system (viewed on 05 Oct 2015) Introduction -- An introduction to Excel -- A foundation -- Forward contracts -- The futures market -- Bonds -- The forward rate, forward rate agreements, swaps, caps and floors -- Options -- Option pricing -- Credit derivatives -- Solutions -- Index 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 Microsoft Excel (Computer file) Mathematisches Modell Finance / Mathematical models Finanzinstrument (DE-588)4461672-7 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Finanzinstrument (DE-588)4461672-7 s Finanzmathematik (DE-588)4017195-4 s 1\p DE-604 Erscheint auch als Druckausgabe 978-0-521-68222-0 Erscheint auch als Druckausgabe 978-0-521-86358-2 https://doi.org/10.1017/CBO9780511806667 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Dalton, Bill 1943- Financial products an introduction using mathematics and Excel Introduction -- An introduction to Excel -- A foundation -- Forward contracts -- The futures market -- Bonds -- The forward rate, forward rate agreements, swaps, caps and floors -- Options -- Option pricing -- Credit derivatives -- Solutions -- Index Microsoft Excel (Computer file) Mathematisches Modell Finance / Mathematical models Finanzinstrument (DE-588)4461672-7 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4461672-7 (DE-588)4017195-4 |
| title | Financial products an introduction using mathematics and Excel |
| title_auth | Financial products an introduction using mathematics and Excel |
| title_exact_search | Financial products an introduction using mathematics and Excel |
| title_full | Financial products an introduction using mathematics and Excel Bill Dalton |
| title_fullStr | Financial products an introduction using mathematics and Excel Bill Dalton |
| title_full_unstemmed | Financial products an introduction using mathematics and Excel Bill Dalton |
| title_short | Financial products |
| title_sort | financial products an introduction using mathematics and excel |
| title_sub | an introduction using mathematics and Excel |
| topic | Microsoft Excel (Computer file) Mathematisches Modell Finance / Mathematical models Finanzinstrument (DE-588)4461672-7 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | Microsoft Excel (Computer file) Mathematisches Modell Finance / Mathematical models Finanzinstrument Finanzmathematik |
| url | https://doi.org/10.1017/CBO9780511806667 |
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