9780521552899

Financial Calculus: An Introduction to Derivative Pricing

Baxter, Martin; Rennie, Andrew

ISBN 10: 0521552893 / 0-521-55289-3
ISBN 13: 9780521552899
Publisher: Cambridge University Press
Publication Date: 1996
Binding: Hardcover
Editorial Reviews for this title:
Synopsis:
Here is the first rigorous and accessible account of the mathematics behind the pricing, construction, and hedging of derivative securities. With mathematical precision and in a style tailored for market practioners, the authors describe key concepts such as martingales, change of measure, and the Heath-Jarrow-Morton model. Starting from discrete-time hedging on binary trees, the authors develop continuous-time stock models (including the Black-Scholes method). They stress practicalities including examples from stock, currency and interest rate markets, all accompanied by graphical illustrations with realistic data. The authors provide a full glossary of probabilistic and financial terms.

Review:
Here is the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. Key concepts are described with mathematical precision in a style tailored for market practitioners. Practicalities are stressed, including examples from stock, currency and interest rate markets, all accompanied by graphical illustrations. A full glossary of probabilistic and financial terms is provided.This up-to-date book will be an essential purchase for market practitioners, quantitative analysts, and derivatives traders, whether existing or trainees in investment banks in the major financial centres throughout the world.

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1.
Financial Calculus: An Introduction to Derivative Pricing (Hardback) (ISBN: 9780521552899)
Baxter, Martin; Rennie, Andrew
ISBN 10: 0521552893
ISBN 13: 9780521552899
Bookseller: The Book Depository (Gloucester, UK, United Kingdom)
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Book Description: CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 1996. Hardback. Book Condition: New. 17th New ed. 236 x 160 mm. Language: English Brand New Book. The rewards and dangers of speculating in the modern financial markets have come to the fore in recent times with the collapse of banks and bankruptcies of public corporations as a direct result of ill-judged investment. At the same time, individuals are paid huge sums to use their mathematical skills to make well-judged investment decisions. Here now is the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. Key concepts such as martingales, change of measure, and the Heath-Jarrow-Morton model are described with mathematical precision in a style tailored for market practitioners. Starting from discrete-time hedging on binary trees, continuous-time stock models (including Black-Scholes) are developed. Practicalities are stressed, including examples from stock, currency and interest rate markets, all accompanied by graphical illustrations with realistic data. A full glossary of probabilistic and financial terms is provided. This unique, modern and up-to-date book will be an essential purchase for market practitioners, quantitative analysts, and derivatives traders, whether existing or trainees, in investment banks in the major financial centres throughout the world. Bookseller Inventory # AAA9780521552899

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2.
Financial Calculus: An Introduction to Derivative Pricing (Hardback) (ISBN: 9780521552899)
Baxter, Martin; Rennie, Andrew
ISBN 10: 0521552893
ISBN 13: 9780521552899
Bookseller: The Book Depository US (Gloucester, ., United Kingdom)
Bookseller Rating: 5-star rating
Quantity Available: 10

Book Description: CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 1996. Hardback. Book Condition: New. 17th New ed. 236 x 160 mm. Language: English Brand New Book. The rewards and dangers of speculating in the modern financial markets have come to the fore in recent times with the collapse of banks and bankruptcies of public corporations as a direct result of ill-judged investment. At the same time, individuals are paid huge sums to use their mathematical skills to make well-judged investment decisions. Here now is the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. Key concepts such as martingales, change of measure, and the Heath-Jarrow-Morton model are described with mathematical precision in a style tailored for market practitioners. Starting from discrete-time hedging on binary trees, continuous-time stock models (including Black-Scholes) are developed. Practicalities are stressed, including examples from stock, currency and interest rate markets, all accompanied by graphical illustrations with realistic data. A full glossary of probabilistic and financial terms is provided. This unique, modern and up-to-date book will be an essential purchase for market practitioners, quantitative analysts, and derivatives traders, whether existing or trainees, in investment banks in the major financial centres throughout the world. Bookseller Inventory # AAA9780521552899

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Financial Calculus (ISBN: 9780521552899)
Baxter, Martin; Rennie, Andrew
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Financial Calculus (ISBN: 9780521552899)
Baxter, Martin; Rennie, Andrew
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Book Description: Cambridge University Press 1996-09-19, 1996. Paperback. Book Condition: New. Bookseller Inventory # NU-GRD-00357954

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Financial Calculus (ISBN: 9780521552899)
Baxter, Martin; Rennie, Andrew
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Financial Calculus: An Introduction to Derivative Pricing (Hardcover) (ISBN: 0521552893 / 0-521-55289-3)
Baxter, Martin; Rennie, Andrew
ISBN 10: 0521552893
ISBN 13: 9780521552899
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Book Description: 1996. Hardcover. Book Condition: New. 164mm x 18mm x 239mm. Hardcover. Here is the first rigorous and accessible account of the mathematics behind the pricing, construction, and hedging of derivative securities. With mathematical precision and in a style tail.Shipping may be from multiple locations in the US or from the UK, depending on stock availability. 244 pages. 0.576. Bookseller Inventory # 9780521552899

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Financial Calculus (ISBN: 0521552893 / 0-521-55289-3)
Baxter, Martin; Rennie, Andrew
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Financial Calculus: An Introduction to Derivative Pricing (ISBN: 0521552893 / 0-521-55289-3)
Baxter, Martin; Rennie, Andrew
ISBN 10: 0521552893
ISBN 13: 9780521552899
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Book Description: Cambridge University Press. Hardcover. Book Condition: New. First Edition, Later Impression. Bookseller Inventory # DADAX0521552893

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Financial Calculus: An Introduction to Derivative Pricing (ISBN: 0521552893 / 0-521-55289-3)
Baxter, Martin; Rennie, Andrew
ISBN 10: 0521552893
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Book Description: Cambridge University Press, 1996. Hardcover. Book Condition: New. Brand New Book. Shipping: Once your order has been confirmed and payment received, your order will then be processed. The book will be located by our staff, packaged and despatched to you as quickly as possible. From time to time, items get mislaid en route. If your item fails to arrive, please contact us first. We will endeavour to trace the item for you and where necessary, replace or refund the item. Please do not leave negative feedback without contacting us first. All orders will be dispatched within two working days. If you have any quesions please contact us. Bookseller Inventory # V9780521552899

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Financial Calculus (ISBN: 9780521552899)
Baxter, Martin; Rennie, Andrew
ISBN 10: 0521552893
ISBN 13: 9780521552899
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Book Description: Cambridge University Pr. Jan 2005, 2005. Buch. Book Condition: Neu. 243x165x20 mm. Neuware - The rewards and dangers of speculating in the modern financial markets have come to the fore in recent times with the collapse of banks and bankruptcies of public corporations as a direct result of ill-judged investment. At the same time, individuals are paid huge sums to use their mathematical skills to make well-judged investment decisions. Here now is the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. Key concepts such as martingales, change of measure, and the Heath-Jarrow-Morton model are described with mathematical precision in a style tailored for market practitioners. Starting from discrete-time hedging on binary trees, continuous-time stock models (including Black-Scholes) are developed. Practicalities are stressed, including examples from stock, currency and interest rate markets, all accompanied by graphical illustrations with realistic data. A full glossary of probabilistic and fi nancial terms is provided. This unique, modern and up-to-date book will be an essential purchase for market practitioners, quantitative analysts, and derivatives traders, whether existing or trainees, in investment banks in the major financial centres throughout the world. Englisch. Bookseller Inventory # 9780521552899

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