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The mathematics of finance : modeling and hedging

Author: Victor Goodman; Joseph G Stampfli
Publisher: Providence, R.I. : American Mathematical Society, [2009?]
Series: Pure and applied undergraduate texts, 7.; Sally series (Providence, R.I.)
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

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. This book presents  Read more...

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Document Type: Book
All Authors / Contributors: Victor Goodman; Joseph G Stampfli
ISBN: 9780821847930 0821847937
OCLC Number: 272304872
Notes: Originally published: Australia ; Pacific Grove, CA : Brooks/Cole, ©2001, in series: The Brooks/Cole series in advanced mathematics.
Description: xiv, 250 pages : illustrations ; 26 cm.
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.
Series Title: Pure and applied undergraduate texts, 7.; Sally series (Providence, R.I.)
Responsibility: Victor Goodman, Joseph Stampfli.

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