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The Mathematics of finance : modeling and hedging / Victor Goodman and Joseph Stampfli

By: Contributor(s): Material type: TextTextPublication details: Providence : American Mathematical Society, 2013Description: xiv, 250p. 24cmISBN:
  • 9780821891780
Subject(s): DDC classification:
  • 332.015195 GOO
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Book Book Calcutta 332.015195 GOO (Browse shelf(Opens below)) Available IIMC-137918
Total holds: 0

The book 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.

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