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Financial calculus : an introduction to derivative pricing

Auteur: Martin Baxter; Andrew Rennie
Uitgever: Cambridge ; New York, NY : Cambridge University Press, 1996.
Editie/Formaat:   Gedrukt boek : EngelsAlle edities en materiaalsoorten bekijken.
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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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Genre: Internetbron
Soort document Boek, Internetbron
Alle auteurs / medewerkers: Martin Baxter; Andrew Rennie
ISBN: 0521552893 9780521552899
OCLC-nummer: 34875874
Opmerkingen: Includes index.
Beschrijving: ix, 233 pages : illustrations ; 24 cm
Inhoud: 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.
Verantwoordelijkheid: 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  Meer lezen...

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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 Meer lezen...

 
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