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A course in derivative securities [electronic resource] : introduction to theory and computation / Kerry Back

Author
Back, K. (Kerry)
Published
Berlin ; New York : Springer, [2005]
Copyright Date
©2005
Physical Description
1 volume
Additional Creators
SpringerLink (Online service)
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Series
Contents
Part I -- Asset Pricing Basics -- Continuous-Time Models -- Black-Scholes -- Estimating and Modelling Volatility -- Introduction to Monte Carlo and Binomial Models -- Part II -- Foreign Exchange -- Forward, Futures, and Exchange Options -- Exotic Options -- More on Monte Carlo and Binomial Valuation -- Finite Difference Methods -- Part III -- Fixed Income Concepts -- Introduction to Fixed Income Derivatives -- Valuing Derivatives in the Extended Vasicek Model -- A Brief Survey of Term Structure Models
Subject(s)
ISBN
9783540279006
Note
Description based on print version record.
AVAILABLE ONLINE TO AUTHORIZED PSU USERS.
Bibliography Note
Includes bibliographical references (pages [349]-352) and index.
Reproduction Note
Electronic reproduction. Berlin : Springer, 2005. Mode of access: World Wide Web. Available via SpringerLink.
View MARC record | catkey: 4562938