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

By:

Goodman, Victor [author]

Contributor(s):

Stampfli, Joseph, 1932 [author]

Material type: Text

TextSeries: Pure and applied undergraduate texts ; 7Publication details: Providence, R.I. ; New Delhi ; American Mathematical Society, 2019.Edition: Indian editionDescription: xiv, 250 pages : illustrations 24 cmISBN:

9780821891780

Subject(s):

DDC classification:

22 332.015195 G621M

Contents:

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.

Summary: "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

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode
Gift Books	Library and Documentation Division PGRRL	332.015195 G621M (Browse shelf(Opens below))	Available		G016885

Gifted by NBHM

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

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