Descrizione
"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
Dettagli del libro
Formato
Brossura
Pagine
372 pagine
Lingua
Inglese
Pubblicato
Oct 21, 2010
Editore
Springer
Edizioni
8 edizioni
ISBN-10
3642064744
ISBN-13
9783642064746