The Mathematics of Finance (Record no. 55781)

MARC details
000 -LEADER
fixed length control field 02712nam a22002777a 4500
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20191022113948.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 191022b ||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780821891780
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 510 GOO
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Goodman, Victor,
245 ## - TITLE STATEMENT
Title The Mathematics of Finance
Remainder of title : modeling and hedging
Statement of responsibility, etc /Victor Goodman
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc Island
Name of publisher, distributor, etc :American Mathematical Society
Date of publication, distribution, etc 1943
300 ## - PHYSICAL DESCRIPTION
Extent xiv, 250 pages
Dimensions ; 24 cm.
490 ## - SERIES STATEMENT
Series statement Brooks/Cole series in advanced mathematics
505 ## - FORMATTED CONTENTS NOTE
Contents note Financial Markets --<br/>Markets and Math --<br/>Stocks and Their Derivatives --<br/>Forward Stock Contracts --<br/>Call Options --<br/>Put Options --<br/>Short Selling --<br/>Pricing Futures Contracts --<br/>Bond Markets --<br/>Rates of Return --<br/>The U.S. Bond Market --<br/>Interest Rates and Forward Interest Rates --<br/>Yield Curves --<br/>Interest Rate Futures --<br/>Determining the Futures Price --<br/>Treasury Bill Futures --<br/>Foreign Exchange --<br/>Currency Hedging --<br/>Computing Currency Futures --<br/>Binomial Trees, Replicating Portfolios, and Arbitrage --<br/>Three Ways to Price a Derivative --<br/>The Game Theory Method --<br/>Eliminating Uncertainty --<br/>Valuing the Option --<br/>Arbitrage --<br/>The Game Theory Method--A General Formula --<br/>Replicating Portfolios --<br/>The Context --<br/>A Portfolio Match --<br/>Expected Value Pricing Approach --<br/>How to Remember the Pricing Probability --<br/>The Probabilistic Approach --<br/>Risk --<br/>Repeated Binomial Trees and Arbitrage --<br/>Appendix: Limits of the Arbitrage Method --<br/>Tree Models for Stocks and Options --<br/>A Stock Model --<br/>Recombining Trees --<br/>Chaining and Expected Values --<br/>Pricing a Call Option with the Tree Model --<br/>Pricing an American Option --<br/>Pricing an Exotic Option--Knockout Options --<br/>Pricing an Exotic Option--Lookback Options --<br/>Adjusting the Binomial Tree Model to Real-World Data --<br/>Hedging and Pricing the N-Period Binomial Model --<br/>Using Spreadsheets to Compute Stock and Option Trees --<br/>Some Spreadsheet Basics --<br/>Computing European Option Trees --<br/>Computing American Option Trees --<br/>Computing a Barrier Option Tree --<br/>Computing N-Step Trees.
520 ## - SUMMARY, ETC.
Summary, etc Explains basic financial and mathematical concepts used in modeling and hedging. Each topic is introduced with the assumption that the reader has little to no previous exposure to financial matters or to the activities that are common to major equity markets. Contains chapters on financial markets
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Economics
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Financial economics
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Financial economics
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Hedging (Finance)
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Marché financier -- Modèles mathématiques.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Couverture (Finances)
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Goodman, Victor,
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Goodman, Victor,
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type Mathematics Departmental Library
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Date acquired Total Checkouts Full call number Barcode Date last seen Price effective from Koha item type
    Dewey Decimal Classification     Mathematics Departmental Library Mathematics Departmental Library 22/10/2019   510 GOO M049 22/10/2019 22/10/2019 Mathematics Departmental Library
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