Items related to Financial Calculus: An Introduction to Derivative Pricing
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.
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Book Description
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.
Review
"...a rigorous and accessible account of the probabilistic structure behind the pricing, construction, and hedging of derivative securities....Real examples from stock, currency, and interest rate markets are used. The text also gives a clear view and introduction to modern mathematical finance for probabilists and statisticians."
The Journal of the American Statistical Association
"This is an excellent book for anyone who want an intuitive understanding of the use of stochastic calculus in financial engineering."
riskbook.com
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Financial Calculus: An Introduction to Derivative Pricing
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Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
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Financial Calculus: An Introduction to Derivative Pricing
Published by
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
Used
Hardcover
Seller: World of Books (was SecondSale), Montgomery, IL, U.S.A.
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Hardback. Condition: Fair. 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 book will be an essential purchase for market practitioners, quantitative analysts, and derivatives traders. Seller Inventory # 00104362881
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Financial Calculus: An Introduction to Derivative Pricing
Published by
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
Used
Hardcover
Seller: World of Books (was SecondSale), Montgomery, IL, U.S.A.
Seller rating 5 out of 5 stars
Hardback. Condition: Good. 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 book will be an essential purchase for market practitioners, quantitative analysts, and derivatives traders. Seller Inventory # 00102372133
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Financial Calculus: An Introduction to Derivative Pricing
Published by
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
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Financial Calculus: An Introduction to Derivative Pricing
Published by
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
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Financial Calculus: An Introduction to Derivative Pricing
Published by
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
Used
Hardcover
Seller: World of Books Inc, Montgomery, IL, U.S.A.
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Hardback. Condition: Good. 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 book will be an essential purchase for market practitioners, quantitative analysts, and derivatives traders. Seller Inventory # CIN0521552893G
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Financial Calculus: An Introduction to Derivative Pricing
Published by
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
Used
Hardcover
Seller: World of Books Inc, Montgomery, IL, U.S.A.
Seller rating 4 out of 5 stars
Hardback. Condition: Fair. 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 book will be an essential purchase for market practitioners, quantitative analysts, and derivatives traders. Seller Inventory # CIN0521552893A
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Financial Calculus : An Introduction to Derivative Pricing
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Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
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Financial Calculus. An Introduction to Derivative Pricing
Published by
Cambridge University Press, 1997
ISBN 10: 0521552893
ISBN 13: 9780521552899
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Financial Calculus: An Introduction to Derivative Pricing
Published by
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
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