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Více informací o knize Course in Derivative Securities

• Parametry knihy
• Anotace
• Oblíbené z jiného soudku

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Anotace knihy

"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.

Parametry knihy

Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Calculus & mathematical analysis

• Plný název: Course in Derivative Securities
• Podnázev: Introduction to Theory and Computation
• Autor: Kerry Back
• Jazyk: Angličtina
• Vazba: Brožovaná
• Počet stran: 356
• EAN: 9783642064746
• ISBN: 3642064744
• ID: 01651719
• Nakladatelství: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
• Hmotnost: 569 g
• Rozměry: 235 × 155 × 21 mm
• Datum vydání: 21. October 2010

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