Financial Products: an introduction using mathematics and excel (Record no. 96807)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01822nam a2200169Ia 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 978-0-521-68222-0 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Dalton, Bill |
| 245 ## - TITLE STATEMENT | |
| Title | Financial Products: an introduction using mathematics and excel |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 2008 |
| Name of publisher, distributor, etc. | Cambridge University Press |
| Place of publication, distribution, etc. | Cambridge |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 399 p. |
| Other physical details | 25 cm ; Pbk |
| 500 ## - GENERAL NOTE | |
| General note | 1799.25 3/13/2009 12:00:00 AM Bill No.2008/CRB/0002898, dt:10/03/2009 Cambridge University Press |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Introduction; An introduction to Exce<br/>1. A foundation<br/>2. Forward contracts<br/>3. The futures market<br/>4. Bonds<br/>5. The forward rate forward rate agreements swaps caps and floors<br/>6. Option<br/>7. Option pricing<br/>8. Credit derivatives<br/>Solutions<br/>Index |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | 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. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Finance Management |
| -- | Banks and banking |
| -- | Finance - Mathematical Models |
| -- | Investments |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Bill Dalton |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Home library | Current library | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Date last checked out | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GSB Collection | 25/03/2010 | 5 | 332.63 DAL | 38332 | 18/03/2016 | 20/02/2016 | 22/06/2019 | Books |