LIBROS DEL AUTOR: kerry back

2 resultados para LIBROS DEL AUTOR: kerry back

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  • A Course in Derivative Securities
    Kerry Back
    to 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 Fix...
    Disponible

    84,34 €

  • Stochastic Methods in Finance
    Kerry Back
    This volume includes the five lecture courses given at the CIME-EMS School on 'Stochastic Methods in Finance' held in Bressanone/Brixen, Italy 2003. It deals with innovative methods, mainly from stochastic analysis, that play a fundamental role in the mathematical modelling of finance and insurance: the theory of stochastic processes, optimal and stoc...
    Disponible

    66,12 €