Call Boomerang Books 1300 36 33 32

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.

Buy Financial Products book by Bill Dalton from Australia's Online Independent Bookstore, Boomerang Books.

Book Details

ISBN: 9780521682220
ISBN-10: 0521682223
Format: Paperback
(247mm x 174mm x 21mm)
Pages: 406
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 2-Oct-2008
Country of Publication: United Kingdom

Other Editions


» Have you read this book? We'd like to know what you think about it - write a review about Financial Products book by Bill Dalton and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a Boomerang Books Account Holder - it's free to sign up and there are great benefits!)

Write Review

Author Biography - 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.

Books By Author Bill Dalton

Legendary Locals of Andover, Massachusetts by Bill Dalton

Legendary Locals of Andover, Massachusetts

Paperback / softback, November 2013
Financial Products by Bill Dalton

Financial Products

Hardback, October 2008