The mathematics of finance : modeling and hedging /
Goodman, Victor, 1943-
The mathematics of finance : modeling and hedging / Victor Goodman, Joseph Stampfli. - xiv, 250 pages : illustrations ; 26 cm. - The Sally series Pure and applied undergraduate texts ; 7 . - Pure and applied undergraduate texts ; 7. Sally series (Providence, R.I.). .
Originally published: Australia ; Pacific Grove, CA : Brooks/Cole, c2001, in series: The Brooks/Cole series in advanced mathematics.
Includes bibliographical references and index.
Financial Markets -- Binomial Trees, Replicating Portfolios and Arbitrage -- The Models for Stocks and Options -- Using Spreadsheets to Compute Stock and Option Trees -- Continuous Models and the Black-Scholes Formula -- The Analytic Approach to Black-Scholes -- Hedging -- Bond Models and Interest Rate Options -- Computational Methods for Bonds -- Currency Markets and Foreign Exchange Risks -- International Political Risk Analysis -- Answers to Selected Exercises -- Index. 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11.
0821847937 9780821847930
2008047397
Capital market--Mathematical models
Hedging (Finance)
HG4523 / .G66 2009
332.015195
The mathematics of finance : modeling and hedging / Victor Goodman, Joseph Stampfli. - xiv, 250 pages : illustrations ; 26 cm. - The Sally series Pure and applied undergraduate texts ; 7 . - Pure and applied undergraduate texts ; 7. Sally series (Providence, R.I.). .
Originally published: Australia ; Pacific Grove, CA : Brooks/Cole, c2001, in series: The Brooks/Cole series in advanced mathematics.
Includes bibliographical references and index.
Financial Markets -- Binomial Trees, Replicating Portfolios and Arbitrage -- The Models for Stocks and Options -- Using Spreadsheets to Compute Stock and Option Trees -- Continuous Models and the Black-Scholes Formula -- The Analytic Approach to Black-Scholes -- Hedging -- Bond Models and Interest Rate Options -- Computational Methods for Bonds -- Currency Markets and Foreign Exchange Risks -- International Political Risk Analysis -- Answers to Selected Exercises -- Index. 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11.
0821847937 9780821847930
2008047397
Capital market--Mathematical models
Hedging (Finance)
HG4523 / .G66 2009
332.015195