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...
Đã lưu trong:
| Tác giả chính: | |
|---|---|
| Định dạng: | Livre numérique |
| Ngôn ngữ: | Anglais |
| Được phát hành: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Phiên bản: | 1st ed. 2005. |
| Loạt: | Springer Finance Textbooks
|
| Truy cập trực tuyến: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Chú thích: |
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 |
Mục lục:
- 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