Financial Products (English, Bill Dalton)
by Bill Dalton
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Book Details
Publisher
Cambridge University Press
Language
English
ISBN-13
9780521863582
ISBN-10
0521863589
Author
Bill Dalton
About the Book
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…
ISBN: 9780521863582
ISBN-13: 9780521863582
ISBN-10: 0521863589
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Product ID: isbn-9780521863582
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