An edition of A Course in Derivative Securities (2005)

A Course in Derivative Securities

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May 29, 2020 | History
An edition of A Course in Derivative Securities (2005)

A Course in Derivative Securities

  • 1 Want to read

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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Publisher
Springer

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Edition Availability
Cover of: A Course in Derivative Securities
A Course in Derivative Securities: Introduction to Theory and Computation
Oct 21, 2010, Springer
paperback
Cover of: A Course in Derivative Securities
A Course in Derivative Securities
May 29, 2008, Springer
paperback
Cover of: A Course in Derivative Securities
A Course in Derivative Securities: Introduction to Theory and Computation (Springer Finance)
July 21, 2005, Springer
Hardcover in English - 1 edition

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Book Details


The Physical Object

Format
paperback

Edition Identifiers

Open Library
OL28153521M
ISBN 10
3540809317
ISBN 13
9783540809319

Work Identifiers

Work ID
OL9074960W

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amazon.com record

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May 29, 2020 Created by ImportBot Imported from amazon.com record