Cambridge University Press
Financial Products (English, Bill Dalton)
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Book Details
| ISBN-13 | 9780521863582 |
| ISBN-10 | 0521863589 |
Product Description
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
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