New PDF release: A Course in Derivative Securities: Introduction to Theory

By Kerry Back

ISBN-10: 3540253734

ISBN-13: 9783540253730

ISBN-10: 3642064744

ISBN-13: 9783642064746

This ebook goals at a center flooring among the introductory books on spinoff securities and people who offer complicated mathematical remedies. it really is written for mathematically able scholars who've no longer unavoidably had previous publicity to likelihood concept, stochastic calculus, or computing device programming. It offers derivations of pricing and hedging formulation (using the probabilistic swap of numeraire method) for traditional thoughts, alternate innovations, suggestions on forwards and futures, quanto concepts, unique suggestions, caps, flooring and swaptions, in addition to VBA code enforcing the formulation. It additionally comprises an advent to Monte Carlo, binomial versions, and finite-difference methods.

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A Course in Derivative Securities: Introduction to Theory and Computation (Springer Finance) by Kerry Back

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