A Course in Derivative Securities
Author | : Kerry Back |
Publisher | : Springer Science & Business Media |
Total Pages | : 358 |
Release | : 2005-10-11 |
ISBN-10 | : 9783540279006 |
ISBN-13 | : 3540279008 |
Rating | : 4/5 (06 Downloads) |
Download or read book A Course in Derivative Securities written by Kerry Back and published by Springer Science & Business Media. This book was released on 2005-10-11 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt: "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 book...succeeds in presenting intuitively advanced derivative modelling... it provides a useful bridge between introductory books and the more advanced literature." --MATHEMATICAL REVIEWS