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Online Public Access Catalogue

题名/责任者:

A course in derivative securities introduction to theory and computation / Kerry Back.

出版发行项:

Berlin ; New York : Springer, c2005.

ISBN:

3540253734 (hd.bd.)

其它标准号:

9783540253730

载体形态项:

xv, 355 p. ; 24 cm.

主文献:

Springer - LINK.

丛编题名:

Springer finance.

个人责任者:

Back, K. (Kerry)

论题主题:

Derivative securities-Mathematical models.

中图法分类号:

F830.91

书目附注:

Includes bibliographical references (p. [349]-352) and index.

摘要附注:

"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."--BOOK JACKET.

复制品附注:

Electronic reproduction. Berlin : Springer, 2007. Available via World Wide Web.

电子资源:

http://eproxy.lib.hku.hk/login?url=http://www.springerlink.com/content/978-3-540-27900-6

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