The Mathematics of Finance
Author | : Victor Goodman |
Publisher | : American Mathematical Soc. |
Total Pages | : 274 |
Release | : 2009 |
ISBN-10 | : 9780821847930 |
ISBN-13 | : 0821847937 |
Rating | : 4/5 (30 Downloads) |
Download or read book The Mathematics of Finance written by Victor Goodman and published by American Mathematical Soc.. This book was released on 2009 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book begins with binomial stock price models, moves on to multistage models, then to the Cox-Ross-Rubinstein option pricing process, and then to the Black-Scholes formula. Other topics presented include Zero Coupon Bonds, forward rates, the yield curve, and several bond price models. The book continues with foreign exchange models and the Keynes Interest Rate Parity Formula, and concludes with the study of country risk, a topic not inappropriate for the times."--pub. desc.