rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    non sort: A
    title: course in derivative securities
  title info:
    sub title: introduction to theory and computation
  title info: title
  name:
    name part: Back, K. (Kerry)
    role:
      role term: creator
  type of resource: text
  origin info:
    place:
      place term: xx
    place:
      place term: Berlin,New York
    publisher: Springer
    date issued: 2005
    date issued: 9999
    issuance: monographic
  language:
    language term: und
  physical description:
    form: print
  abstract: 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.
  note: Kerry Back
  subject:
    topic: Derivative securities,Chứng khoán phái sinh
  subject:
    topic: Mathematical models,Mô hình toán học
  classification: 332.6457
  classification: B126
  record info:
    record creation date: 210402
    record identifier: CTU_153128