A Course in Derivative Securities Introduction to Theory and Computation

A Course in Derivative Securities Introduction to Theory and Computation / by Kerry Back.

This book aims at a middle ground between the introductory books on derivative securities and those that provide advanced mathematical treatments. It is written for mathematically capable students who have not necessarily had prior exposure to probability theory, stochastic calculus, or computer pro...

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Bibliographic Details
Main Author: Back, Kerry (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2005.
Edition:1st ed. 2005.
Series:Springer Finance Textbooks
Springer eBook Collection.
Subjects:
Finance.
Economics, Mathematical .
Game theory.
Computer mathematics.
Probabilities.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • to Option Pricing
  • Asset Pricing Basics
  • Continuous-Time Models
  • Black-Scholes
  • Estimating and Modelling Volatility
  • to Monte Carlo and Binomial Models
  • Advanced Option Pricing
  • Foreign Exchange
  • Forward, Futures, and Exchange Options
  • Exotic Options
  • More on Monte Carlo and Binomial Valuation
  • Finite Difference Methods
  • Fixed Income
  • Fixed Income Concepts
  • to Fixed Income Derivatives
  • Valuing Derivatives in the Extended Vasicek Model
  • A Brief Survey of Term Structure Models.

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