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020 |
_a0821847937 _qalk. paper |
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020 |
_a9780821847930 _qalk. paper |
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035 | _a(ATU)b11436517 | ||
035 | _a(OCoLC)272304872 | ||
040 |
_aDLC _beng _erda _cDLC _dYDXCP _dC#P _dBWX _dUKM _dATU |
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050 | 0 | 0 |
_aHG4523 _b.G66 2009 |
082 | 0 | 0 |
_a332.015195 _222 |
100 | 1 |
_aGoodman, Victor, _d1943- _eauthor. _91072799 |
|
245 | 1 | 4 |
_aThe mathematics of finance : _bmodeling and hedging / _cVictor Goodman, Joseph Stampfli. |
264 | 1 |
_aProvidence, R.I. : _bAmerican Mathematical Society, _c[2009?] |
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300 |
_axiv, 250 pages : _billustrations ; _c26 cm. |
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336 |
_atext _btxt _2rdacontent |
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337 |
_aunmediated _bn _2rdamedia |
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338 |
_avolume _bnc _2rdacarrier |
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490 | 1 | _aThe Sally series | |
490 | 1 |
_aPure and applied undergraduate texts ; _v7 |
|
500 | _aOriginally published: Australia ; Pacific Grove, CA : Brooks/Cole, c2001, in series: The Brooks/Cole series in advanced mathematics. | ||
504 | _aIncludes bibliographical references and index. | ||
505 | 0 | 0 |
_g1. _tFinancial Markets -- _g2. _tBinomial Trees, Replicating Portfolios and Arbitrage -- _g3. _tThe Models for Stocks and Options -- _g4. _tUsing Spreadsheets to Compute Stock and Option Trees -- _g5. _tContinuous Models and the Black-Scholes Formula -- _g6. _tThe Analytic Approach to Black-Scholes -- _g7. _tHedging -- _g8. _tBond Models and Interest Rate Options -- _g9. _tComputational Methods for Bonds -- _g10. _tCurrency Markets and Foreign Exchange Risks -- _g11. _tInternational Political Risk Analysis -- _tAnswers to Selected Exercises -- _tIndex. |
588 | _aMachine converted from AACR2 source record. | ||
650 | 0 |
_aCapital market _xMathematical models _9717620 |
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650 | 0 |
_aHedging (Finance) _9318741 |
|
700 | 1 |
_aStampfli, Joseph G. _q(Joseph Gail), _d1932- _eauthor. _9264829 |
|
830 | 0 |
_aPure and applied undergraduate texts ; _v7. _91072800 |
|
830 | 0 |
_aSally series (Providence, R.I.). _9264817 |
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907 |
_a.b11436517 _b11-07-17 _c27-10-15 |
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