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Financial calculus : an introduction to derivative pricing

Autore: Martin Baxter; Andrew Rennie
Pubblicazione: Cambridge ; New York, NY : Cambridge University Press, 1996.
Edizione/Formato:   Libro a stampa : EnglishVedi tutte le edizioni e i formati
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Financial Calculus provides a rigorous and accessible account o the mathematics behind the pricing, construction and hedging of derivative securities.
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Tipo materiale: Risorsa internet
Tipo documento Libro, Risorsa Internet
Tutti gli autori / Collaboratori: Martin Baxter; Andrew Rennie
ISBN: 0521552893 9780521552899
Numero OCLC: 34875874
Note: Includes index.
Descrizione: ix, 233 pages : illustrations ; 24 cm
Contenuti: The parable of the bookmaker --
Ch. 1. Introduction --
Ch. 2. Discrete processes --
Ch. 3. Continuous processes --
Ch. 4. Pricing market securities --
Ch. 5. Interest rates --
Ch. 6. Bigger models.
Responsabilità: Martin Baxter, Andrew Rennie.
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Here is a rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. An essential purchase for market practitioners, quantitative  Per saperne di più…

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'... a very readable and useful introduction to the pricing of derivatives ... A recommendable book.' Wil Schilders, ITW Nieuws '... the first rigorous and accessible account of the mathematics Per saperne di più…

 
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