<図書>
The mathematics of finance : modeling and hedging
責任表示 | Joseph Stampfli, Victor Goodman |
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シリーズ | Brooks/Cole series in advanced mathematics |
データ種別 | 図書 |
出版情報 | Australia : Brooks/Cole , c2001 |
本文言語 | 英語 |
大きさ | xiv, 250 p. : ill. ; 24 cm |
概要 | The Mathematics of Finance: Modeling and Hedging explains the process of computing derivative prices in terms of underlying equity prices, while at the same time provides readers with the mathematica... 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. 続きを見る |
所蔵情報
状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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理系図3F 数理独自 | STAM/20/1 | 2001 |
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023212001002128 |
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書誌詳細
一般注記 | Includes index |
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著者標目 | *Stampfli, Joseph G. (Joseph Gail), 1932- Goodman, Victor, 1943- |
件 名 | LCSH:Capital market -- Mathematical models
全ての件名で検索
LCSH:Hedging (Finance) |
分 類 | LCC:HG4523 DC21:332/.0414 |
書誌ID | 1001396606 |
ISBN | 0534377769 |
NCID | BA52315052 |
巻冊次 | ISBN:0534377769 |
登録日 | 2009.11.02 |
更新日 | 2009.11.02 |