A Course in Derivative Securities: Introduction to Theory and Computation (Springer Finance / Springer Finance Textbooks)

Price 63.36 - 120.44 USD

EAN/UPC/ISBN Code 9783540253730


Author

Pages 355

Year of production 2005

"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