The mathematics of finance (Record no. 1719)

000 -LEADER
fixed length control field 01471nam a2200193Ia 4500
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20240809125622.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
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020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780821891780
040 ## - CATALOGING SOURCE
Original cataloging agency ICTS-TIFR
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number HG4523
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Goodman and Stampfli
245 ## - TITLE STATEMENT
Title The mathematics of finance
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Name of publisher, distributor, etc. AMS
Date of publication, distribution, etc. 2013
505 ## - FORMATTED CONTENTS NOTE
Formatted contents note <br/>Chapter 1. Financial markets<br/>Chapter 2. Binomial trees, replicating portfolios, and arbitrage<br/>Chapter 3. Tree models for stocks and options<br/>Chapter 4. Using spreadsheets to compute stock and option trees<br/>Chapter 5. Continuous models and the Black-Scholes formula<br/>Chapter 6. The analytic approach to Black-Scholes<br/>Chapter 7. Hedging<br/>Chapter 8. Bond models and interest rate options<br/>Chapter 9. Computational methods for bonds<br/>Chapter 10. Currency markets and foreign exchange risks<br/>Chapter 11. International political risk analysis<br/>Answers to selected exercises<br/>
520 ## - SUMMARY, ETC.
Summary, etc. 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.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Mathematics
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Koha item type Book
Holdings
Withdrawn status Lost status Damaged status Not for loan Collection code Home library Shelving location Date acquired Full call number Accession No. Koha item type
        Finance ICTS Rack No 01 01/18/2018 HG4523 00985 Book