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Mathematics in Finance : Modeling and Hedging

Mathematics in Finance : Modeling and Hedging - 01 edition

Mathematics in Finance : Modeling and Hedging - 01 edition

ISBN13: 9780534377762

ISBN10: 0534377769

Mathematics in Finance : Modeling and Hedging by Victor Goodman and Joseph Stampfli - ISBN 9780534377762
Cover type: Hardback
Edition: 01
Copyright: 2001
Publisher: Brooks/Cole Publishing Co.
Published:
International: No
Mathematics in Finance : Modeling and Hedging by Victor Goodman and Joseph Stampfli - ISBN 9780534377762

ISBN13: 9780534377762

ISBN10: 0534377769

Cover type: Hardback
Edition: 01

List price: $161.00

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Summary

The Mathematics of Finance: Modeling and Hedging explains the process of computing derivative prices in terms of underlying equity prices, while at the same time provides readers with the mathematical tools and techniques to carry out that process. The authors help readers understand the process, develop insights into how derivatives are used, and comprehend the risk associated with creating or trading these assets. These insights into derivative trading provide extra knowledge of how modern equity markets work.

Author Bio

Goodman, Victor : Indiana University-Bloomington


Stampfli, Joseph : Indiana University-Bloomington


Table of Contents

Table of Contents

1. Financial Markets.
2. Binomial Trees, Replicating Portforlios, and Arbitrage.
3. Tree Models for Stocks and Options.
4. Using Spreadsheets to Compute Stock and Option Trees.
5. Continuous Time Models and the Black-Scholes Formula.
6. 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.