Biblioteca Univ. Surcolombiana

Your cart is empty.
 
Normal view MARC view ISBD view

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
Tags from this library: No tags from this library for this title. Log in to add tags.
    average rating: 0.0 (0 votes)
Item type Current location Collection Call number Copy number Status Date due Barcode Item holds
Libros Libros 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

There are no comments for this item.

Log in to your account to post a comment.

Click on an image to view it in the image viewer

Powered by Koha