The mathematics of finance : modeling and hedging / Victor Goodman, Joseph Stampfli.
Material type: TextSeries: Pure and applied undergraduate texts ; 7. | Sally series (Providence, R.I.)Publisher: Providence, R.I. : American Mathematical Society, [2009?]Description: xiv, 250 pages : illustrations ; 26 cmContent type:- text
- unmediated
- volume
- 0821847937
- 9780821847930
- 332.015195 22
- HG4523 .G66 2009
Item type | Current library | Call number | Copy number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|
Book | City Campus City Campus Main Collection | 332.015195 GOO (Browse shelf(Opens below)) | 1 | Available | A433254B |
Originally published: Australia ; Pacific Grove, CA : Brooks/Cole, c2001, in series: The Brooks/Cole series in advanced mathematics.
Includes bibliographical references and index.
1. Financial Markets -- 2. Binomial Trees, Replicating Portfolios and Arbitrage -- 3. The Models for Stocks and Options -- 4. Using Spreadsheets to Compute Stock and Option Trees -- 5. Continuous Models and the Black-Scholes Formula -- 6. The Analytic Approach to Black-Scholes -- 7. Hedging -- 8. Bond Models and Interest Rate Options -- 9. Computational Methods for Bonds -- 10. Currency Markets and Foreign Exchange Risks -- 11. International Political Risk Analysis -- Answers to Selected Exercises -- Index.
Machine converted from AACR2 source record.
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