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A Course in Derivative Securities: Introduction to Theory and Computation - Springer Finance Kerry Back 2005 edition
A Course in Derivative Securities: Introduction to Theory and Computation - Springer Finance
Kerry Back
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 |