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• 001 0000295434

• 005 20080328134700.0

• 006 m_ d

• 007 cr mn

• 008 080320s2005 gw s 001 0 eng d

• 020 __ |a 3540253734 (hd.bd.)

• 024 3_ |a 9783540253730

• 040 __ |c DLC |d HUA

• 050 _4 |a HG6024.A3 |b B34 2005

• 090 __ |a F830.91/BB1

• 092 __ |a Springer - LINK

• 092 __ |a 332.645015118

• 093 __ |a F830.91 |2 4

• 100 1_ |a Back, K. |q (Kerry)

• 245 12 |a A course in derivative securities |h [electronic resource] : |b introduction to theory and computation / |c Kerry Back.

• 260 __ |a Berlin ; |a New York : |b Springer, |c c2005.

• 300 __ |a xv, 355 p. ; |c 24 cm.

• 440 _0 |a Springer finance.

• 504 __ |a Includes bibliographical references (p. [349]-352) and index.

• 520 1_ |a "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.

• 533 __ |a Electronic reproduction. |b Berlin : |b Springer, |c 2007. |n Available via World Wide Web.

• 650 _0 |a Derivative securities |x Mathematical models.

• 773 0_ |t Springer - LINK.

• 856 40 |u http://eproxy.lib.hku.hk/login?url=http://www.springerlink.com/content/978-3-540-27900-6 |x 58 |z Click to view the book via Springer - LINK

• 920 __ |a 233030 |z 2