Course in Derivative Securities

Name: Course in Derivative Securities
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 9783642064746
Price: 61.94 EUR
Availability: InStock

Introduction to Theory and Computation

Автор: Kerry Back

Език:

Корици: С меки корици

Издател: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Наличност: Външен склад

Изпращаме след 5-8 дни

61.94 € 121.15 лв

"Deals with pricing and hedging financial derivatives. Computational methods are introduced and the...

Информация за книгата

Автор

Kerry Back

Език

Английски език

Корици

Книга - С меки корици

Издадена

2010

страници

356

EAN

9783642064746

ISBN

3642064744

Enbook ID

01651719

Издател

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Теглоt

569

Размери

155 x 235 x 21

Пълно описание

"Deals with pricing and hedging financial derivatives. Computational methods are introduced and the text contains the Excel VBA routines corresponding to the formulas and procedures described in the book. This is valuable since computer simulation can help readers understand the theory .The book succeeds in presenting intuitively advanced derivative modelling it provides a useful bridge between introductory books and the more advanced literature." --MATHEMATICAL REVIEWSThis 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.

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Course in Derivative Securities

Introduction to Theory and Computation

Информация за книгата

Пълно описание

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