A Course in Derivative Securities

Download or Read eBook A Course in Derivative Securities PDF written by Kerry Back and published by Springer Science & Business Media. This book was released on 2005-10-11 with total page 358 pages. Available in PDF, EPUB and Kindle.
A Course in Derivative Securities
Author :
Publisher : Springer Science & Business Media
Total Pages : 358
Release :
ISBN-10 : 9783540279006
ISBN-13 : 3540279008
Rating : 4/5 (06 Downloads)

Book Synopsis A Course in Derivative Securities by : Kerry Back

Book excerpt: "Deals with pricing and hedging financial derivatives.... Computational methods are introduced and the text contains the Excel VBA routines corresponding to the formulas and procedures described in the book. This is valuable since computer simulation can help readers understand the theory....The book...succeeds in presenting intuitively advanced derivative modelling... it provides a useful bridge between introductory books and the more advanced literature." --MATHEMATICAL REVIEWS


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CD-ROM contains: MAPLE student version 5.0; online version of text; MATLAB GUI; IDEAL software (embedded in online text).