A Course in Derivative Securities : Introduction to Theory and Computation

2005 ed.

by Kerry Back

Book Details

Format Hardback or Cased Book

Book Series Springer Finance Textbooks

ISBN-10 3540253734

ISBN-13 9783540253730

Edition 2005 ed.

Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Imprint Springer-Verlag Berlin and Heidelberg GmbH & Co. K

Country of Manufacture DE

Country of Publication GB

Publication Date Jun 8th, 2005

Print length 356 Pages

Weight 718 grams

Dimensions 24.10 x 15.90 x 2.60 cms

Product Classification: Investment & securities

Ksh 13,500.00

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This book is an outgrowth of notes compiled by the author while teaching courses for undergraduate and masters/MBA ?nance students at Washi- ton University in St. Louis and the Institut fur ¨ H¨ ohere Studien in Vienna.

"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

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