A Course in Derivative Securities: Introduction to Theory and Computation Tapa dura - 2005 - 1st Edición
de Kerry Back
Primera línea
HASH(0x110e4d00)
Descripción de contraportada
This book aims at a middle ground between the introductory books on derivative securities and those that provide advanced mathematical treatments. It is written for mathematically capable students who have not necessarily had prior exposure to probability theory, stochastic calculus, or computer programming. It provides derivations of pricing and hedging formulas (using the probabilistic change of numeraire technique) for standard options, exchange options, options on forwards and futures, quanto options, exotic options, caps, floors and swaptions, as well as VBA code implementing the formulas. It also contains an introduction to Monte Carlo, binomial models, and finite-difference methods.
Detalles
- Título A Course in Derivative Securities: Introduction to Theory and Computation
- Autor Kerry Back
- Encuadernación Tapa dura
- Número de edición 1st
- Edición 1
- Páginas 356
- Volúmenes 1
- Idioma ENG
- Editorial Springer, New York
- Fecha de publicación 2005-06-08
- ISBN 9783540253730 / 3540253734
- Peso 1.53 libras (0.69 kg)
- Dimensiones 9.21 x 6.14 x 0.88 pulgadas (23.39 x 15.60 x 2.24 cm)
- Número de catálogo de la Librería del Congreso de EEUU 2005922929
- Dewey Decimal Code 332.645
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A Course in Derivative Securities: Introduction to Theory and Computation
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de Back, Kerry
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- 9783540253730 / 3540253734
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