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Softcover - 9783642064746
64,19 €
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Beschreibung
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.
Introduction to Theory and Computation
Introduction to Theory and Computation
Details
| Verlag | Springer Berlin |
| Ersterscheinung | 08. Juni 2005 |
| Maße | 23.5 cm x 15.5 cm |
| Gewicht | 723 Gramm |
| Format | Hardcover |
| ISBN-13 | 9783540253730 |
| Seiten | 356 |
Schlagwörter
Angewandte Mathematik, Computational Mathematics and Numerical Analysis, Financial Economics, Finanzenwesen und Finanzindustrie, Game Theory, Mathematics in Business - Economics and Finance, Numerische Mathematik, Probability Theory, Spieltheorie, Stochastik, Wahrscheinlichkeitsrechnung und Statistik, Wirtschaftswissenschaft - Finanzen - Betriebswirtschaft und Management
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