9780521552899
Financial Calculus: An Introduction to Derivative Pricing
Martin Baxter; Andrew Rennie
ISBN 13: 9780521552899
Publisher: Cambridge Univ Pr
Publication Date: 1996
Binding: Hardcover
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The rewards and dangers of speculating in modern financial markets are widely known in recent times, with the collapse of banks and bankruptcies of public corporations 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. This book is a 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. This unique, modern and up-to-date book will be an essential purchase for market practitioners, quantitative analysts, and derivatives traders.
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Financial Calculus: An Introduction to Derivative Pricing (Hardback) (ISBN: 9780521552899) Baxter, Martin;Rennie, Andrew Quantity Available: 1
Book Description: CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 1996. Hardback. Book Condition: New. 228 x 152 mm. Brand New Book with Free Worldwide Delivery. 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 # AAZ9780521552899 Bookseller & Payment Information | More Books from this Seller | Ask Bookseller a Question |
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Financial Calculus: An Introduction to Derivative Pricing (ISBN: 0521552893 / 0-521-55289-3) Baxter, Martin;Rennie, Andrew Quantity Available: 1
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Financial Calculus, An Introduction to Derivative Pricing (ISBN: 0521552893 / 0-521-55289-3) Baxter, Martin;Rennie, Andrew Quantity Available: 1
Book Description: Cambridge University Press, 1996. Hardback. Book Condition: New. 8.98 by .75 inches. (244 pages) Modern introduction to mathematics of pricing, construction and hedging of derivative securities.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. ( Hardback). Bookseller Inventory # AA0521552893 Bookseller & Payment Information | More Books from this Seller | Ask Bookseller a Question |
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Financial Calculus: An Introduction to Derivative Pricing (ISBN: 9780521552899) Baxter, Martin;Rennie, Andrew Quantity Available: 3
Book Description: Cambridge University Press. Hardback. Book Condition: new. BRAND NEW, Financial Calculus: An Introduction to Derivative Pricing, Martin W. Baxter, Andrew J.O. Rennie, 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 # B9780521552899 Bookseller & Payment Information | More Books from this Seller | Ask Bookseller a Question |
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Financial Calculus (ISBN: 9780521552899) Baxter, Martin;Rennie, Andrew Quantity Available: 3
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Financial Calculus (ISBN: 9780521552899) Baxter, Martin;Rennie, Andrew Quantity Available: 3
Book Description: Cambridge University Press 1996-09-19, 1996. Book Condition: New. Brand new book, sourced directly from publisher. Dispatch time is 24-48 hours from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Bookseller Inventory # NU-GRD-00357954 Bookseller & Payment Information | More Books from this Seller | Ask Bookseller a Question |
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Financial Calculus (ISBN: 0521552893 / 0-521-55289-3) Baxter, Martin;Rennie, Andrew Quantity Available: 1
Book Description: Cambridge University Press, 1996. hardback. Book Condition: New. *** NEW COPY *** TITLE SHIPPED FROM UK *** Binding hardback The first rigorous and accessible account of the mathematics behind the pricing, construction, and hedging of derivative securities, this book explains, with mathematical precision and in a style tailored for market practitioners, such key. Bookseller Inventory # 0521552893 Bookseller & Payment Information | More Books from this Seller | Ask Bookseller a Question |
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Financial Calculus (ISBN: 0521552893 / 0-521-55289-3) Baxter, Martin;Rennie, Andrew Quantity Available: > 20
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Financial Calculus: An Introduction to Derivative Pricing (ISBN: 9780521552899) Baxter, Martin;Rennie, Andrew Quantity Available: 2
Book Description: CAMBRIDGE UNIV PR, 1996. Hardback. Book Condition: New. New book. Shipped from US. Bookseller Inventory # IB-9780521552899 Bookseller & Payment Information | More Books from this Seller | Ask Bookseller a Question |
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