£37.80

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

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£38.00 £35.58 £36.11 £36.64 £37.16 £37.69 £38.22 10 June 2026 26 June 2026 13 July 2026 29 July 2026 15 August 2026

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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.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
21 October 2010
Listed Since
14 June 2010

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