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A course in derivative securities introduction to theory and computation Kerry Back.

By: Back, K. (Kerry).
Series: Springer finance.Berlin New York Springer ©2005Description: xv, 355 páginas 24 cm.ISBN: 3540253734.Subject(s): Derivative securities -- Mathematical models -- Textbooks | Valores derivados -- Modelos matemáticos -- Libro de textoDDC classification: 332.64 Online resources: Full text available from SpringerLink ebooks - Mathematics and Statistics (2005)
Contents:
Asset princig basics -- Continuous-Time models -- Black-Scholes -- Estimatign and modelling volatility -- Introduction to Monte Carlo and binomial models -- Foreign exchange -- Forward, futures, and exchange options -- Exotic options -- More on Monte Carlo and binominal valuation -- Finite difference methods -- Fixed income concepts -- Introduction to fixed income derivates -- Valuing derivatives in the extended vasicek model -- A brief survey of term structure models -- Appendices
List(s) this item appears in: Economia
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Item type Current location Collection Call number Copy number Status Date due Barcode Item holds
Libro Libro Biblioteca Central
General 332.64 / B126a (Browse shelf) Ej.1 Available 8000022233
Total holds: 0

Incluye referencias bibliográficas (p. [349]-352) e índice.

Asset princig basics -- Continuous-Time models -- Black-Scholes -- Estimatign and modelling volatility -- Introduction to Monte Carlo and binomial models -- Foreign exchange -- Forward, futures, and exchange options -- Exotic options -- More on Monte Carlo and binominal valuation -- Finite difference methods -- Fixed income concepts -- Introduction to fixed income derivates -- Valuing derivatives in the extended vasicek model -- A brief survey of term structure models -- Appendices

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