"Deals with pricing and hedging monetary derivatives.… Computational tools are brought and the textual content comprises the Excel VBA exercises akin to the formulation and techniques defined within the ebook. this is often worthy due to the fact that computing device simulation may also help readers comprehend the theory….The book…succeeds in providing intuitively complex spinoff modelling… it offers an invaluable bridge among introductory books and the extra complex literature." --MATHEMATICAL REVIEWS

Show description

Read or Download A Course in Derivative Securities: Introduction to Theory and Computation (Springer Finance) PDF

Best Counting Numeration books

Continuous Issues in Numerical Cognition: How Many or How Much

Non-stop concerns in Numerical Cognition: what percentage or How a lot re-examines the commonly permitted view that there exists a middle numerical method inside of people and an innate skill to understand and count number discrete amounts. This middle wisdom contains the brain’s intraparietal sulcus, and a deficiency during this quarter has ordinarily been regarded as the foundation for mathematics incapacity.

Combinatorial Optimization in Communication Networks

This publication provides a finished presentation of state-of-the-art study in conversation networks with a combinatorial optimization part. the target of the publication is to strengthen and advertise the speculation and purposes of combinatorial optimization in verbal exchange networks. each one bankruptcy is written by way of knowledgeable facing theoretical, computational, or utilized elements of combinatorial optimization.

All of Statistics: A Concise Course in Statistical Inference (Springer Texts in Statistics)

Taken actually, the name "All of information" is an exaggeration. yet in spirit, the name is apt, because the e-book does conceal a much wider diversity of subject matters than a customary introductory publication on mathematical records. This e-book is for those who are looking to examine chance and records quick. it's appropriate for graduate or complex undergraduate scholars in computing device technology, arithmetic, facts, and comparable disciplines.

Computational Homology (Applied Mathematical Sciences)

Homology is a robust instrument utilized by mathematicians to check the homes of areas and maps which are insensitive to small perturbations. This ebook makes use of a working laptop or computer to strengthen a combinatorial computational method of the subject. The middle of the e-book offers with homology thought and its computation. Following this can be a part containing extensions to extra advancements in algebraic topology, purposes to computational dynamics, and functions to snapshot processing.

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

Show sample text content

Rated 4.66 of 5 – based on 41 votes