A Course in Derivative Securities: Introduction to Theory and Computation - Springer Finance - Kerry Back - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783540253730 - June 8, 2005
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A Course in Derivative Securities: Introduction to Theory and Computation - Springer Finance 2005 edition

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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.


372 pages, biography

Media Books     Hardcover Book   (Book with hard spine and cover)
Released June 8, 2005
ISBN13 9783540253730
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 356
Dimensions 159 × 241 × 26 mm   ·   718 g
Language German  

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