Overview
A Course in Derivative Securities is a book by Kerry Back, first published in 2005. In this catalogue it is classified mainly under Derivatives Pricing and Numerical Methods, with secondary coverage of Stochastic Calculus.
Audience and depth. The rule-based model places its mathematical difficulty at advanced level (8/10); readers are typically expected to know calculus, differential equations, linear algebra, measure theory, numerical analysis, probability theory and stochastic processes.
Orientation. The theory-versus-practice balance could not be determined from metadata. The archive holds 6 papers whose topics and vocabulary overlap with this book; those links are inferred (see the research connections below).
How to read this page. Topics, difficulty, prerequisites and orientation are model-derived (rule-based, rule_based_v1) from bibliographic metadata such as title, subject headings and edition data. They were not produced by reading the book and are not a review. Relevance confidence is 97% and difficulty confidence is 93%; the catalogue lists no ratings or awards.