A Course in Derivative Securities
Kerry Back
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2005
106,75 €On orderDelivery: 2-3 weeks
It provides derivations of pricing and hedging formulas (using the probabilistic change of numeraire technique) for standard options, exchange options, options on forwards and futures, quanto options, exotic options, caps, floors and swaptions, as well as VBA code implementing the formulas.
- ISBN-13
- 9783540253730
- ISBN-10
- 3540253734
- Publisher
- Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Year
- 2005
- Publication date
- 2005-06-08
- Pages
- 356
- Dimensions
- 241x159x26
- Weight
- 718