A course in derivative securities : introduction to theory and computation
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 pro...
Đã lưu trong:
| Tác giả chính: | |
|---|---|
| Định dạng: | Sách |
| Ngôn ngữ: | Undetermined |
| Được phát hành: |
Berlin,New York
Springer
2005
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| Những chủ đề: | |
| Các nhãn: |
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| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Cần Thơ |
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| LEADER | 01364nam a2200229Ia 4500 | ||
|---|---|---|---|
| 001 | CTU_153128 | ||
| 008 | 210402s9999 xx 000 0 und d | ||
| 020 | |c 56.58 | ||
| 082 | |a 332.6457 | ||
| 082 | |b B126 | ||
| 100 | |a Back, K. (Kerry) | ||
| 245 | 2 | |a A course in derivative securities : | |
| 245 | 0 | |b introduction to theory and computation | |
| 245 | 0 | |c Kerry Back | |
| 260 | |a Berlin,New York | ||
| 260 | |b Springer | ||
| 260 | |c 2005 | ||
| 520 | |a 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. | ||
| 650 | |a Derivative securities,Chứng khoán phái sinh | ||
| 650 | |x Mathematical models,Mô hình toán học | ||
| 904 | |i Năm | ||
| 980 | |a Trung tâm Học liệu Trường Đại học Cần Thơ | ||