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Financial products: an introduction using mathematics and excel

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Financial Products provides a step-by-step guide to some of the most important ideas underpinning financial mathematics. It describes and explains interest rates, discounting, arbitrage, risk neutral probabilities, forward contracts, futures, bonds, FRA and swaps. It shows howto construct both elementary and more 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,CSOandCDO).An important feature of the book is that it explains this range of concepts and techniques in away that can be understood by those with 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 approachmakes it an ideal introduction tofinancial products for undergraduates and those studying for professional financial qualifications.

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Ketersediaan

Informasi Detail

Judul Seri

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No. Panggil

332.63 BIL f

Penerbit

New York : Cambridge University Press., 2008

Deskripsi Fisik

407 hlm

Bahasa

English

ISBN/ISSN

9780511436963

Klasifikasi

332.63

Tipe Isi

text

Tipe Media

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Tipe Pembawa

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Edisi

Ed. 1

Subjek

FT
ebook

Info Detail Spesifik

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Pernyataan Tanggungjawab

Bill Dalton

Versi lain/terkait

Lampiran Berkas

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