£46.54

About as cheap as it gets — within 5% of the all-time low it hit 2 months ago.

£47 today · all-time low £45 (Jul 2026) · usually £55

Springer A Course in Derivative Securities: Introduction to Theory and Computation (Springer Finance)

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£68.51 £42.85 £48.45 £54.05 £59.64 £65.24 £70.84 25 July 2026 11 August 2026 29 August 2026 16 September 2026 04 October 2026
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Most common price: £68 (35 days, 48.6%)

Price range: £45 - £68

Price levels: 4 different prices over 72 days

Description

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 programming. 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. It also contains an introduction to Monte Carlo, binomial models, and finite-difference methods.

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Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
08 June 2005
Listed Since
12 February 2007

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