MATHEMATICS FOR FINANCE MODELING AND HEDGING

STAMPFLI J., GOODMAN V.

wydawnictwo: BROOKS/COLE , rok wydania 2001, wydanie I

cena netto: ~~195.00~~ Twoja cena 185,25 zł + 5% vat - dodaj do koszyka

Mathematics of Finance: Modeling and Hedging

Victor Goodman Indiana University-Bloomington
Joseph Stampfli Indiana University-Bloomington

Description:

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.

Benefits:

The mathematics of two financial concepts that have had a major impact of the way the financial industry views derivative trading are emphasized throughout. One concept emphasized is investments that replicate equities. The other is the mathematical model of equities when arbitrage opportunities are ruled out.

A chapter on using spreadsheets to compute European, American, A-Barrier Option Trees, and N-Step Trees has been included.

250 pages

Po otrzymaniu zamówienia poinformujemy,
czy wybrany tytuł polskojęzyczny lub anglojęzyczny jest aktualnie na półce księgarni.

Wszelkie prawa zastrzeżone PROPRESS sp. z o.o. 2012-2022