Course in Derivative Securities

Name: Course in Derivative Securities
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 9783642064746
Price: 252.67 PLN
Availability: InStock

Introduction to Theory and Computation

Autor: Kerry Back

Język:

Oprawa: Miękka

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

Dostępność: Dostępna u dostawcy

Wysyłamy za 5-8 dni

252.67 zł

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

Informacje o książce

Autor

Kerry Back

Język

Angielski

Oprawa

Książka - Miękka

Data wydania

2010

strony

356

EAN

9783642064746

ISBN

3642064744

Enbook ID

01651719

Wydawca

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Waga

569

Wymiary

155 x 235 x 21

Pełny opis

"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

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