A Course in Derivative Securities (Paperback)


"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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Product Description

"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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Product Details

General

Imprint

Springer

Country of origin

United States

Release date

September 2008

Availability

Supplier out of stock. If you add this item to your wish list we will let you know when it becomes available.

First published

September 2008

Authors

Dimensions

156 x 234 x 20mm (L x W x T)

Format

Paperback - Trade

Pages

372

ISBN-13

978-3-540-80931-9

Barcode

9783540809319

Categories

LSN

3-540-80931-7



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