Financial Products（ISBN=9780521682220） 英文原版 pmlz 电子版 pdf docx 网盘 kindle azw3 下载

　　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

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书籍介绍

Financial Products, first published in 2008, 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.