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 booksucceeds in presenting intuitively advanced derivative modelling it provides a useful bridge between introductory books and the more advanced literature. --MATHEMATICAL REVIEWS
A Course in Derivative Securities: Introduction to Theory and Computation (Springer Finance)
Brand: Springer
$88.47 - $110.59
- UPC:
- 9783642064746
- Maximum Purchase:
- 2 units
- Binding:
- Paperback
- Publication Date:
- 2010-12-01
- Author:
- Kerry Back
- Language:
- english
- Edition:
- Softcover reprint of hardcover 1st ed. 2005