Description
"Deals with pricing and hedging financial derivatives.… Computational methods are introduced and the text contains the Excel VBA routines corresponding to the formulas and procedures described in the book. This is valuable since computer simulation can help readers understand the theory….The book…succeeds in presenting intuitively advanced derivative modelling… it provides a useful bridge between introductory books and the more advanced literature." --MATHEMATICAL REVIEWS
Book Details
Format
Paperback
Pages
372 pages
Language
English
Published
Oct 21, 2010
Publisher
Springer
Editions
8 editions
ISBN-10
3642064744
ISBN-13
9783642064746