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...
Sparad:
| Huvudupphovsman: | |
|---|---|
| Materialtyp: | Livre numérique |
| Språk: | Anglais |
| Publicerad: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Upplaga: | 1st ed. 2005. |
| Serie: | Springer Finance Textbooks
|
| Länkar: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Anmärkning: |
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 |
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| 082 | |a 519 | ||
| 100 | 1 | |a Back, Kerry. | |
| 245 | 1 | 0 | |a A Course in Derivative Securities : |b Introduction to Theory and Computation |c by Kerry Back. |
| 250 | |a 1st ed. 2005. | ||
| 260 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Springer Finance Textbooks |x 2945-9125 | |
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 1 | |a 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 | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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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| 776 | 0 | |0 153232420 |t A course in derivative securities |o introduction to theory and computation |f Kerry Back |c Berlin |n Springer |d 2010 |p 1 vol. (XV-355 p.) |s Springer finance |z 978-3-642-06474-6 | |
| 776 | 0 | |t A Course in Derivative Securities |b Texte imprimé |z 9783540809319 | |
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