A Course in Derivative Securities: Introduction to Theory and Computation (Springer Finance Textbooks)
Language: English
Published by Springer, 2010
Series: Book 23 of 53 - Springer Finance
- Softcover
- Used
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- Title
- A Course in Derivative Securities: Introduction to Theory and Computation (Springer Finance Textbooks)
- Author
- Back, Kerry
- Publisher
- Springer
- Publication year
- 2010
- Condition
- very_good
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 3642064744
- ISBN 13
- 9783642064746
- Series
- Book 23 of 53: Springer Finance
This book aims at a middle ground between the introductory books on derivative securities and those that provide advanced mathematical treatments. It is written for mathematically capable students who have not necessarily had prior exposure to probability theory, stochastic calculus, or computer programming. 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. It also contains an introduction to Monte Carlo, binomial models, and finite-difference methods.
"Synopsis" may belong to another edition of this title.
About the Author
Kerry Back holds the Jerry and Kay Cox Professorship of Business and the Thomas W. Leland Memorial Professorship of Finance at Texas A&M University. Before joining Texas A&M in 2005, he was a chaired professor at Washington University in St. Louis. His awards and honors include a Batterymarch Fellowship (1991-92), a best paper award at the Review of Financial Studies (1993) the Reid Teaching Award at Washington University in St. Louis (1997, 1998, 1999, 2001), and the Washington University Distinguished Faculty Award (1999). He is a past editor of the Review of Financial Studies and is currently co-editor of Finance and Stochastics and an associate editor of the Journal of Finance.
"About the title" may belong to another edition of this title.
Bay State Book Company
North Smithfield, RI, U.S.A.
AbeBooks seller since January 23, 2023
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