A Course in Derivative Securities : Introduction to Theory and Computation
This 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 pro...
Gardado en:
| Autor Principal: | |
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| Formato: | Livre numérique |
| Idioma: | Anglais |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Edición: | 1st ed. 2005. |
| Series: | Springer Finance Textbooks
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| Acceso en liña: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • A course in derivative securities, introduction to theory and computation, Kerry Back, 2005, Berlin, Springer, 1 vol. (XV-355 p.), Springer finance, 3-540-25373-4 • A course in derivative securities, introduction to theory and computation, Kerry Back, Berlin, Springer, 2010, 1 vol. (XV-355 p.), Springer finance, 978-3-642-06474-6 • A Course in Derivative Securities, Texte imprimé, 9783540809319 |
| Résumé: | This 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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| descrición da copia: | Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| ISBN: | 9783540279006 |
| ISSN: | 2945-9125 |
| Acceso: | Accès en ligne pour les établissements français bénéficiaires des licences nationales Accès soumis à abonnement pour tout autre établissement Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |