Financial Products: An Introduction Using Mathematics and Excel

by Bill Dalton

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 0521682223
• ISBN13: 9780521682220
• Release Date: October 2008
• Publisher: Cambridge University Press
• Length: 406 Pages
• Weight: 1.75 lbs.
• Dimensions: 1.0" x 6.8" x 9.6"