000			01616cam a22002894a 4500
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005			20180209102711.0
006			m d
007			cr n
008			050224s2005 gw sb 001 0 eng d
020			_a3540253734
040			_aCOO _cCOO _dOHX _dBAKER _dDLC _dWaSeSS _dCO-NeUS _bEspañol
041			_aeng
082	0	0	_a332.64 _222 _bB126a
100	1		_aBack, K. _q(Kerry) _929214
210	1	0	_aA course in derivative securities
245	1	2	_aA course in derivative securities _bintroduction to theory and computation _cKerry Back.
264			_aBerlin _aNew York _bSpringer _c©2005.
300			_axv, 355 páginas _c24 cm.
490		0	_aSpringer finance _x1616-0533 _998702
504			_aIncluye referencias bibliográficas (p. [349]-352) e índice.
505			_aAsset 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
650		0	_aDerivative securities _xMathematical models _vTextbooks. _9106339
650		0	_aValores derivados _xModelos matemáticos _vLibro de texto _9134345
856	4	0	_uhttp://www.columbia.edu/cgi-bin/cul/resolve?clio7898677 _zFull text available from SpringerLink ebooks - Mathematics and Statistics (2005)
942			_cCG
999			_c35599 _d35599