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A Course in Derivative Securities: Introduction to Theory and Computation (Springer Finance Textbooks)

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A Course in Derivative Securities: Introduction to Theory and Computation (Springer Finance Textbooks)

"Deals with pricing and hedging financial derivatives.â€¦ 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 theoryâ€¦.The bookâ€¦succeeds in presenting intuitively advanced derivative modellingâ€¦ it provides a useful bridge between introductory books and the more advanced literature." --MATHEMATICAL REVIEWS