A Course in Derivative Securities: Introduction to Theory and Computation (Springer Finance)
Language: English
Published by Springer, 2005
Series: Book 23 of 53 - Springer Finance
- Hardcover
- Used
Seller: clickgoodwillbooks, Indianapolis, IN, U.S.A.clickgoodwillbooks
AbeBooks seller since July 5, 2024
Condition: Used - Fair
US$ 17.55
Quantity: 1 available
Add to basketItem description from seller
Used - Acceptable: All pages and the cover are intact, but shrink wrap, dust covers, or boxed set case may be missing. Pages may include limited notes, highlighting, or minor water damage but the text is readable. Item may be missing bundled media.
Seller Inventory # CSIV.3540253734.A
- Title
- A Course in Derivative Securities: Introduction to Theory and Computation (Springer Finance)
- Author
- Back, Kerry
- Publisher
- Springer
- Publication year
- 2005
- Condition
- acceptable
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 3540253734
- ISBN 13
- 9783540253730
- Series
- Book 23 of 53: Springer Finance
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.
"Synopsis" may belong to another edition of this title.
About the Author
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.
"About the title" may belong to another edition of this title.
clickgoodwillbooks
Indianapolis, IN, U.S.A.
AbeBooks seller since July 5, 2024
Shipping rates within U.S.A.
| Item | 5 to 8 business days | 3 to 6 business days |
|---|---|---|
| First item | US$ 3.99 | US$ 9.50 |
Payment methods
Store description
About us Our Mission: Goodwill changes lives every day by empowering people to increase their independence and reach their potential through education, health and employment. Our services include: Tuition-free, charter high school for grades 9-12 for students experiencing barriers to education. Tuition-free, charter high schools for adults that focuses on removing barriers to education by offering students flexible scheduling, tutoring, life coaching, child care, transportation, college credits and other resources. Direct hiring for Goodwill jobs, especially for job-seekers with employment barriers like a disability, criminal history or limited education. Job readiness, training and placement for individuals with barriers. Pre-natal and maternal health, parenting skills, child development and school readiness. Connections to resources for transportation, housing, child care, financial literacy and more. A child development center and preschool for children ages six weeks to five years.…
Specialty
multiple genres, used booksSeller's business information
Goodwill of Central and Southern Indiana
1635 West Michigan Street
Indianapolis, IN U.S.A. 46222