MARC details
000 -LEADER |
fixed length control field |
02297nam a22002297a 4500 |
005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20190831121000.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
fixed length control field |
190831b ||||| |||| 00| 0 eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9780521682220 |
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
Classification number |
332.6320420285554 |
Item number |
DAL |
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. (IMPRINT) |
Name of publisher, distributor, etc. |
Cambridge University Press |
Place of publication, distribution, etc. |
Cambridge |
Date of publication, distribution, etc. |
2008 |
300 ## - PHYSICAL DESCRIPTION |
Extent |
399 p. |
365 ## - TRADE PRICE |
Price type code |
GBP |
Price amount |
33.99 |
504 ## - BIBLIOGRAPHY, ETC. NOTE |
Bibliography, etc. note |
Table of Contents<br/>Introduction<br/>An introduction to Excel<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. Options<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.<br/><br/>Suitable for undergraduate students on introductory finance courses, as well as professionals qualifying for exams<br/>Interactive approach using Excel spreadsheets encourages the reader to try calculations for themselves and to learn by investigation<br/>Uses examples from everyday life to show the purpose and relevance of financial products |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Finance--Mathematical models |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Microsoft Excel (Computer file) |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Business mathematics |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Mathematical models |
942 ## - ADDED ENTRY ELEMENTS (KOHA) |
Source of classification or shelving scheme |
Dewey Decimal Classification |
Koha item type |
Book |