Mathematics of finance, the: modeling and hedging
Auteur :
Goodman, Victor / Stampfli, Joseph
Éditeur :
American Mathematical Society
ISBN :
9780821847930
Date de publication :
30 mars 2009
Poids :
639 g
Langue :
Anglais
Pays d'origine :
USA
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.