000			02712nam a22002777a 4500
999			_c55781 _d55781
005			20191022113948.0
008			191022b ||||| |||| 00| 0 eng d
020			_a9780821891780
082			_a510 GOO
100			_aGoodman, Victor,
245			_aThe Mathematics of Finance _b : modeling and hedging _c/Victor Goodman
260			_aIsland _b:American Mathematical Society _c1943
300			_axiv, 250 pages _c ; 24 cm.
490			_aBrooks/Cole series in advanced mathematics
505			_a Financial Markets -- Markets and Math -- Stocks and Their Derivatives -- Forward Stock Contracts -- Call Options -- Put Options -- Short Selling -- Pricing Futures Contracts -- Bond Markets -- Rates of Return -- The U.S. Bond Market -- Interest Rates and Forward Interest Rates -- Yield Curves -- Interest Rate Futures -- Determining the Futures Price -- Treasury Bill Futures -- Foreign Exchange -- Currency Hedging -- Computing Currency Futures -- Binomial Trees, Replicating Portfolios, and Arbitrage -- Three Ways to Price a Derivative -- The Game Theory Method -- Eliminating Uncertainty -- Valuing the Option -- Arbitrage -- The Game Theory Method--A General Formula -- Replicating Portfolios -- The Context -- A Portfolio Match -- Expected Value Pricing Approach -- How to Remember the Pricing Probability -- The Probabilistic Approach -- Risk -- Repeated Binomial Trees and Arbitrage -- Appendix: Limits of the Arbitrage Method -- Tree Models for Stocks and Options -- A Stock Model -- Recombining Trees -- Chaining and Expected Values -- Pricing a Call Option with the Tree Model -- Pricing an American Option -- Pricing an Exotic Option--Knockout Options -- Pricing an Exotic Option--Lookback Options -- Adjusting the Binomial Tree Model to Real-World Data -- Hedging and Pricing the N-Period Binomial Model -- Using Spreadsheets to Compute Stock and Option Trees -- Some Spreadsheet Basics -- Computing European Option Trees -- Computing American Option Trees -- Computing a Barrier Option Tree -- Computing N-Step Trees.
520			_aExplains 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			_a Economics
650			_a Financial economics
650			_a Financial economics
650			_aHedging (Finance)
650			_aMarché financier -- Modèles mathématiques.
650			_aCouverture (Finances)
700			_aGoodman, Victor,
700			_a Goodman, Victor,
942			_cMDL