A Course in Derivative Securities: Introduction to Theory and Computation Contributor(s): Back, Kerry (Author) |
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ISBN: 3642064744 ISBN-13: 9783642064746 Publisher: Springer OUR PRICE: $66.49 Product Type: Paperback - Other Formats Published: October 2010 |
Additional Information |
BISAC Categories: - Business & Economics | Finance - General - Mathematics | Game Theory - Mathematics | Number Systems |
Dewey: 332.645 |
Series: Springer Finance |
Physical Information: 0.77" H x 6.14" W x 9.21" (1.15 lbs) 356 pages |
Descriptions, Reviews, Etc. |
Publisher Description: "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 |