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The mathematics of finance : modeling and hedging / Victor Goodman, Joseph Stampfli.

By: Contributor(s): Material type: TextTextSeries: 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
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 0821847937
  • 9780821847930
Subject(s): DDC classification:
  • 332.015195 22
LOC classification:
  • HG4523 .G66 2009
Contents:
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.
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Holdings
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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