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A Course in Derivative Securities (Springer Finance)

Kerry Back




[PDF.kd93] A Course in Derivative Securities (Springer Finance)

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 | #1895591 in eBooks |  2013-04-11 |  2013-04-11 | File type: PDF

||2 of 2 people found the following review helpful.| It has a number of virtues.|By Palle E T Jorgensen|I have been teaching from the book, and found a number of virtues. I used it in a beginning graduate course, but one which was very interdisciplinary. I aimed at covering all the relevant topics for the subject, not stressing one (too much!) over the others.
Now the book is aimed at MBA students, and I used it in a course| ||From the reviews of the first edition: |"Professor Back has written a superb book on advanced derivatives. The book provides wonderfully clear explanations without sacrificing mathematical accuracy. I highly recommend this book for everyone who wants to under

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 fo...

You can specify the type of files you want, for your gadget.A Course in Derivative Securities (Springer Finance)   |  Kerry Back. I have read it a couple of times and even shared with my family members. Really good. Couldnt put it down.

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