Questo sito usa cookie di analytics per raccogliere dati in forma aggregata e cookie di terze parti per migliorare l'esperienza utente.
Leggi l'Informativa Cookie Policy completa.

Rare and modern books

Dalton, Bill

Financial Products, An Introduction using Mathematics and Excel (ISBN:0521682223)

Cambridge University Press, 2008.,

27.00 €

Pali s.r.l. Libreria

(Roma, Italy)

Ask for more info

Payment methods

Details

Author
Dalton, Bill
Publishers
Cambridge University Press, 2008.
Keyword
Scienza Science Mathematics
Binding description
S
Dust jacket
No
State of preservation
As New
Binding
Softcover
Inscribed
No
First edition
No

Description

4to, softcover (408 pages) A step-by-step guide to some of the most important ideas in financial mathematics, including options, future contracts, bonds and derivatives.Financial Products provides a step-by-step guide to some of the most important ideas in financial mathematics, including options, future contracts, bonds and derivatives. Its accessible approach makes it an ideal introduction to financial products for undergraduates and those studying for professional financial qualifications.Financial Products provides a step-by-step guide to some of the most important ideas in financial mathematics, including options, future contracts, bonds and derivatives. Its accessible approach makes it an ideal introduction to financial products for undergraduates and those studying for professional financial qualifications.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.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. BiographicalNote: Bill Dalton was Head of the Mathematics Department at Harrow School, 1978-1998. He retired in 2006 and now writes and lectures part-time in financial mathematics. (Paperback)