TY - BOOK AU - Goodman and Stampfli TI - The mathematics of finance SN - 9780821891780 U1 - HG4523 PY - 2013/// PB - AMS KW - Mathematics N1 - Chapter 1. Financial markets Chapter 2. Binomial trees, replicating portfolios, and arbitrage Chapter 3. Tree models for stocks and options Chapter 4. Using spreadsheets to compute stock and option trees Chapter 5. Continuous models and the Black-Scholes formula Chapter 6. The analytic approach to Black-Scholes Chapter 7. Hedging Chapter 8. Bond models and interest rate options Chapter 9. Computational methods for bonds Chapter 10. Currency markets and foreign exchange risks Chapter 11. International political risk analysis Answers to selected exercises N2 - 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 ER -