000			02907nam a22005175i 4500
001			978-3-540-27900-6
003			DE-He213
005			20161121230933.0
007			cr nn 008mamaa
008			100301s2005 gw | s |||| 0|eng d
020			_a9783540279006 _9978-3-540-27900-6
024	7		_a10.1007/3-540-27900-8 _2doi
050		4	_aHG1-HG9999
072		7	_aKFF _2bicssc
072		7	_aBUS027000 _2bisacsh
082	0	4	_a332 _223
100	1		_aBack, Kerry. _eauthor.
245	1	2	_aA Course in Derivative Securities _h[electronic resource] : _bIntroduction to Theory and Computation / _cby Kerry Back.
264		1	_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg, _c2005.
300			_aXVI, 356 p. _bonline resource.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
347			_atext file _bPDF _2rda
490	1		_aSpringer Finance
505	0		_ato 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.
520			_aThis 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.
650		0	_aFinance.
650		0	_aGame theory.
650		0	_aEconomics, Mathematical.
650		0	_aComputer mathematics.
650		0	_aProbabilities.
650	1	4	_aFinance.
650	2	4	_aFinance, general.
650	2	4	_aQuantitative Finance.
650	2	4	_aGame Theory, Economics, Social and Behav. Sciences.
650	2	4	_aComputational Mathematics and Numerical Analysis.
650	2	4	_aProbability Theory and Stochastic Processes.
710	2		_aSpringerLink (Online service)
773	0		_tSpringer eBooks
776	0	8	_iPrinted edition: _z9783540253730
830		0	_aSpringer Finance
856	4	0	_uhttp://dx.doi.org/10.1007/3-540-27900-8
912			_aZDB-2-SMA
950			_aMathematics and Statistics (Springer-11649)
999			_c506153 _d506153