Back, K.
A course in derivative securities introduction to theory and computation Kerry Back. - xv, 355 páginas 24 cm. - Springer finance 1616-0533 .
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
3540253734 = A course in derivative securities
Derivative securities--Mathematical models--Textbooks.
Valores derivados--Modelos matemáticos--Libro de texto
332.64 / B126a
A course in derivative securities introduction to theory and computation Kerry Back. - xv, 355 páginas 24 cm. - Springer finance 1616-0533 .
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
3540253734 = A course in derivative securities
Derivative securities--Mathematical models--Textbooks.
Valores derivados--Modelos matemáticos--Libro de texto
332.64 / B126a