Are you sure the BD player has a coaxial digital output? Some only have digital optical (i.e. Toslink) outputs. If you post the model number of the player, we can check the specifications. If your receiver has such a matching optical input, then you will need an optical cable. Here is an...
Just use any old composite video cable you have laying around -- the ones included with old DVD or VHS players are usually yellow. No need to spend extra money on a special "digital" coax cable.