A Course in Derivative Securities

Name: A Course in Derivative Securities
Author: Kerry Back

Introduction to Theory and Computation

Paperback Engels 2010 9783642064746

Verwachte levertijd ongeveer 9 werkdagen

69,39

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Samenvatting

"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 REVIEWS

Specificaties

ISBN13:9783642064746

Taal:Engels

Bindwijze:paperback

Aantal pagina's:356

Uitgever:Springer Berlin Heidelberg

Druk:0

Hoofdrubriek:Financieel management, Financieel management

Serie:Springer Finance

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Inhoudsopgave

to Option Pricing.- Asset Pricing Basics.- Continuous-Time Models.- Black-Scholes.- Estimating and Modelling Volatility.- to Monte Carlo and Binomial Models.- Advanced Option Pricing.- Foreign Exchange.- Forward, Futures, and Exchange Options.- Exotic Options.- More on Monte Carlo and Binomial Valuation.- Finite Difference Methods.- Fixed Income.- Fixed Income Concepts.- to Fixed Income Derivatives.- Valuing Derivatives in the Extended Vasicek Model.- A Brief Survey of Term Structure Models.