A Course in Derivative Securities: Introduction to Theory and Computation (Springer Finance) - Hardcover
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"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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Über die Autorin bzw. den Autor
Kerry Back holds the Jerry and Kay Cox Professorship of Business and the Thomas W. Leland Memorial Professorship of Finance at Texas A&M University. Before joining Texas A&M in 2005, he was a chaired professor at Washington University in St. Louis. His awards and honors include a Batterymarch Fellowship (1991-92), a best paper award at the Review of Financial Studies (1993) the Reid Teaching Award at Washington University in St. Louis (1997, 1998, 1999, 2001), and the Washington University Distinguished Faculty Award (1999). He is a past editor of the Review of Financial Studies and is currently co-editor of Finance and Stochastics and an associate editor of the Journal of Finance.
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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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A Course in Derivative Securities: Introduction to Theory and Computation
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A Course in Derivative Securities: Introduction to Theory and Computation (Springer Finance)
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Zustand: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,750grams, ISBN:9783540253730. Artikel-Nr. 3719527
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A course in derivative securities introduction to theory and computation Kerry Back.
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Hardcover. Ex-library with stamp and library-signature. GOOD condition, some traces of use. Ancien Exemplaire de bibliothèque avec signature et cachet. BON état, quelques traces d'usure. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. 90 BAC 9783540253730 Sprache: Englisch Gewicht in Gramm: 1150. Artikel-Nr. 2499437
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A Course in Derivative Securities
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Buch. Zustand: Neu. Neuware -This book is an outgrowth of notes compiled by the author while teaching courses for undergraduate and masters/MBA nance students at Washi- ton University in St. Louis and the Institut fur ¿ H¿ ohere Studien in Vienna. At onetime,acourseinOptionsandFutureswasconsideredanadvanced nance elective, but now such a course is nearly mandatory for any nance major and is an elective chosen by many non- nance majors as well. Moreover, students are exposed to derivative securities in courses on Investments, International Finance, Risk Management, Investment Banking, Fixed Income, etc. This - pansion of education in derivative securities mirrors the increased importance of derivative securities in corporate nance and investment management. MBA and undergraduate courses typically (and appropriately) focus on the use of derivatives for hedging and speculating. This is su cient for many students. However, the seller of derivatives, in addition to needing to und- standbuy-sidedemands,isconfrontedwiththeneedtopriceandhedge.Mo- over,thebuyerofderivatives,dependingonthedegreeofcompetitionbetween sellers, may very likely bene t from some knowledge of pricing as well. It is ¿pricing and hedging¿ that is the primary focus of this book. Through lea- ing the fundamentals of pricing and hedging, students also acquire a deeper understanding of the contracts themselves. Hopefully, this book will also be of use to practitioners and for students in Masters of Financial Engineering programs and, to some extent, Ph.D. students in nance.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 372 pp. Englisch. Artikel-Nr. 9783540253730
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A Course in Derivative Securities : Introduction to Theory and Computation
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Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book is an outgrowth of notes compiled by the author while teaching courses for undergraduate and masters/MBA nance students at Washi- ton University in St. Louis and the Institut fur H ohere Studien in Vienna. At onetime,acourseinOptionsandFutureswasconsideredanadvanced nance elective, but now such a course is nearly mandatory for any nance major and is an elective chosen by many non- nance majors as well. Moreover, students are exposed to derivative securities in courses on Investments, International Finance, Risk Management, Investment Banking, Fixed Income, etc. This - pansion of education in derivative securities mirrors the increased importance of derivative securities in corporate nance and investment management. MBA and undergraduate courses typically (and appropriately) focus on the use of derivatives for hedging and speculating. This is su cient for many students. However, the seller of derivatives, in addition to needing to und- standbuy-sidedemands,isconfrontedwiththeneedtopriceandhedge.Mo- over,thebuyerofderivatives,dependingonthedegreeofcompetitionbetw een sellers, may very likely bene t from some knowledge of pricing as well. It is 'pricing and hedging' that is the primary focus of this book. Through lea- ing the fundamentals of pricing and hedging, students also acquire a deeper understanding of the contracts themselves. Hopefully, this book will also be of use to practitioners and for students in Masters of Financial Engineering programs and, to some extent, Ph.D. students in nance. Artikel-Nr. 9783540253730
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