A Course in Derivative Securities - Info and Reading Options
Introduction to Theory and Computation (Springer Finance)
By Kerry Back
"A Course in Derivative Securities" is published by Springer in July 21, 2005, it has 372 pages and the language of the book is English.
“A Course in Derivative Securities” Metadata:
- Title: ➤ A Course in Derivative Securities
- Author: Kerry Back
- Language: English
- Number of Pages: 372
- Publisher: Springer
- Publish Date: July 21, 2005
- Library of Congress Classification: HG6024.A3 B335 2005HG1-HG9999HG6024.A3 B34 2005
“A Course in Derivative Securities” Subjects and Themes:
- Subjects: ➤ Textbooks - Mathematical models - Derivative securities - Instruments dérivés (Finances) - Manuels d'enseignement supérieur - Modèles mathématiques - Finanzmathematik - Derivat <Wertpapier> - Wertpapieranalyse - Optionspreistheorie - Computer science - Mathematics - Distribution (Probability theory) - Finance
Edition Specifications:
- Format: Hardcover
- Weight: 1.5 pounds
- Dimensions: 9.4 x 6.2 x 1 inches
Edition Identifiers:
- The Open Library ID: OL9055463M - OL9074960W
- Online Computer Library Center (OCLC) ID: 60676796
- Library of Congress Control Number (LCCN): 2005922929
- ISBN-13: 9783540253730
- ISBN-10: 3540253734
- All ISBNs: 3540253734 - 9783540253730
AI-generated Review of “A Course in Derivative Securities”:
Snippets and Summary:
This chapter introduces the "change of numeraire" (or "martingale" ) method for valuing derivative securities.
"A Course in Derivative Securities" Description:
The Open Library:
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.
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