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The Mathematics of Finance (Pure and Applied Undergraduate Texts)
Victor Goodman And Joseph Stampfli
€ 80.43
€ 73.26
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Description for The Mathematics of Finance (Pure and Applied Undergraduate Texts)
Hardcover. Explains the basic concepts of financial derivatives, including put and call options, as well as more complex derivatives such as barrier options and options on futures contracts. This book presents topics such as Zero Coupon Bonds, forward rates, the yield curve, and several bond price models. Series: Pure and Applied Undergraduate Texts. Num Pages: 250 pages, Illustrations. BIC Classification: KF. Category: (UU) Undergraduate. Weight in Grams: 639.
This book is ideally suited for an introductory undergraduate course on financial engineering. It explains the basic concepts of financial derivatives, including put and call options, as well as more complex derivatives such as barrier options and options on futures contracts. Both discrete and continuous models of market behavior are developed in this book. In particular, the analysis of option prices developed by Black and Scholes is explained in a self-contained way, using both the probabilistic Brownian Motion method and the analytical differential equations method. The book begins with binomial stock price models, moves on to multistage models, then to ... Read more
This book is ideally suited for an introductory undergraduate course on financial engineering. It explains the basic concepts of financial derivatives, including put and call options, as well as more complex derivatives such as barrier options and options on futures contracts. Both discrete and continuous models of market behavior are developed in this book. In particular, the analysis of option prices developed by Black and Scholes is explained in a self-contained way, using both the probabilistic Brownian Motion method and the analytical differential equations method. The book begins with binomial stock price models, moves on to multistage models, then to ... Read more
Product Details
Format
Hardback
Publication date
2009
Publisher
American Mathematical Society
Condition
New
Series
Pure and Applied Undergraduate Texts
Number of Pages
250
Place of Publication
Providence, United States
ISBN
9780821847930
SKU
V9780821847930
Shipping Time
Usually ships in 5 to 9 working days
Ref
99-3
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