A Course in Derivative Securities

A Course in Derivative Securities

Written by: Kerry Back

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  • Publisher: Springer Science & Business Media
  • Publish Date: 2006-03-30
  • ISBN-10: 9783540279006
  • ebook-a-course-in-derivative-securities.pdf
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Book Summary

"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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