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Financial Products
An Introduction Using Mathematics and Excel

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  • Date Published: October 2008
  • availability: Available
  • format: Paperback
  • isbn: 9780521682220

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About the Authors
  • 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.

    • Suitable for undergraduate students on introductory finance courses, as well as professionals qualifying for exams
    • Interactive approach using Excel spreadsheets encourages the reader to try calculations for themselves and to learn by investigation
    • Uses examples from everyday life to show the purpose and relevance of financial products
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    Product details

    • Date Published: October 2008
    • format: Paperback
    • isbn: 9780521682220
    • length: 406 pages
    • dimensions: 244 x 170 x 21 mm
    • weight: 0.64kg
    • contains: 189 b/w illus. 4 tables 8 exercises
    • availability: Available
  • Table of Contents

    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.

  • Instructors have used or reviewed this title for the following courses

    • Fixed Income & Alternative Investments
    • Innovations in Contemporary Finance
  • Author

    Bill Dalton
    Bill Dalton was Head of the Mathematics Department at Harrow School, 1978–98. He retired in 2006 and now writes and lectures part-time in financial mathematics.

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