A course in derivative securities introduction to theory and computation Kerry Back.
By: Back, K. (Kerry)
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Series: Springer finance.Berlin New York Springer ©2005Description: xv, 355 páginas 24 cm.ISBN: 3540253734.Subject(s): Derivative securities -- Mathematical models -- Textbooks![](/opac-tmpl/bootstrap/images/filefind.png)
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Item type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode | Item holds |
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Biblioteca Central | General | 332.64 / B126a (Browse shelf) | Ej.1 | Available | 8000022233 |
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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