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Mathematics of Finance: Modeling and Hedging Book

Mathematics of Finance: Modeling and Hedging
Mathematics of Finance: Modeling and Hedging, , Mathematics of Finance: Modeling and Hedging has a rating of 3 stars
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Mathematics of Finance: Modeling and Hedging, , Mathematics of Finance: Modeling and Hedging
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Digital Copy
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  • Mathematics of Finance: Modeling and Hedging
  • Written by author Victor Goodman
  • Published by American Mathematical Society, March 2009
  • 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. Th
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Book Categories

Authors

1Financial Markets1
2Binomial Trees, Replicating Portfolios and Arbitrage25
3The Models for Stocks and Options44
4Using Spreadsheets to Compute Stock and Option Trees71
5Continuous Models and the Black-Scholes Formula81
6The Analytic Approach to Black-Scholes109
7Hedging122
8Bond Models and Interest Rate Options137
9Computational Methods for Bonds190
10Currency Markets and Foreign Exchange Risks207
11International Political Risk Analysis221
Answers to Selected Exercises241
Index247


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