The mathematics of finance :
Goodman, Victor
The mathematics of finance : modeling and hedging / Victor Goodman, Joseph Stampfli. - Indian edition - Providence, R.I. ; New Delhi ; American Mathematical Society, 2019. - xiv, 250 pages : illustrations 24 cm - Pure and applied undergraduate texts, 7 .
Gifted by NBHM
Originally published: Australia ; Pacific Grove, CA : Brooks/Cole, ©2001, in series: The Brooks/Cole series in advanced mathematics.
Financial markets --
Binomial trees, replicating portfolios, and arbitrage --
Three 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.
"This book is ideally suited for an introductory undergraduate course on financial engineering. It explains the basic concepts of financial derivatives, including put and call options, as well as more complex derivatives such as barrier options and options on futures contracts. Both discrete and continuous models of market behavior are developed in this book. In particular, the analysis of option prices developed by
9780821891780
Capital market--Mathematical models.
Hedging (Finance)
332.015195 G621M
The mathematics of finance : modeling and hedging / Victor Goodman, Joseph Stampfli. - Indian edition - Providence, R.I. ; New Delhi ; American Mathematical Society, 2019. - xiv, 250 pages : illustrations 24 cm - Pure and applied undergraduate texts, 7 .
Gifted by NBHM
Originally published: Australia ; Pacific Grove, CA : Brooks/Cole, ©2001, in series: The Brooks/Cole series in advanced mathematics.
Financial markets --
Binomial trees, replicating portfolios, and arbitrage --
Three 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.
"This book is ideally suited for an introductory undergraduate course on financial engineering. It explains the basic concepts of financial derivatives, including put and call options, as well as more complex derivatives such as barrier options and options on futures contracts. Both discrete and continuous models of market behavior are developed in this book. In particular, the analysis of option prices developed by
9780821891780
Capital market--Mathematical models.
Hedging (Finance)
332.015195 G621M