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A Course in Derivative Securities: Introduction to Theory and Computation (Springer Finance)

Brand: Springer

$88.47 - $110.59
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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
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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