A Course in Derivative Securities: Introduction to Theory and Computation (Springer Finance)
Kerry Back
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Description for A Course in Derivative Securities: Introduction to Theory and Computation (Springer Finance)
Hardcover. Deals with pricing and hedging financial derivatives. This book introduces computational methods are contains the Excel VBA routines that correspond to the formulas and procedures. Series: Springer Finance / Springer Finance Textbooks. Num Pages: 372 pages, biography. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 241 x 159 x 26. Weight in Grams: 654.
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
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
Product Details
Publisher
Springer
Format
Hardback
Publication date
2005
Series
Springer Finance / Springer Finance Textbooks
Condition
New
Weight
654g
Number of Pages
356
Place of Publication
Berlin, Germany
ISBN
9783540253730
SKU
V9783540253730
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Kerry Back
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 ... Read more
Reviews for A Course in Derivative Securities: Introduction to Theory and Computation (Springer Finance)
From the reviews of the first edition: Professor Back has written a superb book on advanced derivatives. The book provides wonderfully clear explanations without sacrificing mathematical accuracy. I highly recommend this book for everyone who wants to understand more about this fascinating and important area. (Mark Broadie, Columbia University, New York) ... Read more