9780521552899

Financial Calculus: An Introduction to Derivative Pricing

;

ISBN 10: 0521552893 / 0-521-55289-3
ISBN 13: 9780521552899
Publisher: Cambridge Univ Pr
Publication Date: 1996
Binding: Hardcover
Editorial Reviews:
Synopsis:

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 (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
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Financial Calculus: An Introduction to Derivative Pricing (ISBN: 0521552893 / 0-521-55289-3)
Baxter, Martin;Rennie, Andrew
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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
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Financial Calculus: An Introduction to Derivative Pricing (ISBN: 0521552893 / 0-521-55289-3)
Baxter, Martin;Rennie, Andrew
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Book Description: Cambridge Univ Pr, 1996. Hardcover. Book Condition: Brand New. first edition, later impression edition. 233 pages. 9.50x6.50x0.50 inches. In Stock. Bookseller Inventory # 4-0521552893

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