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.
"synopsis" may belong to another edition of this title.
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
"About this title" may belong to another edition of this title.
Search results for Financial Calculus: An Introduction to Derivative Pricing
Seller Image
Financial Calculus: An Introduction to Derivative Pricing
Published by
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
Used
Hardcover
Seller: Zoom Books Company, Lynden, WA, U.S.A.
Seller rating 5 out of 5 stars
Condition: very_good. Book is in very good condition and may include minimal underlining highlighting. The book can also include "From the library of" labels. May not contain miscellaneous items toys, dvds, etc. . We offer 100% money back guarantee and 24 7 customer service. Seller Inventory # ZBV.0521552893.VG
Quantity: 1 available
Stock Image
Financial Calculus: An Introduction to Derivative Pricing
Published by
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
Used
Hardcover
Seller: SecondSale, Montgomery, IL, U.S.A.
Seller rating 4 out of 5 stars
Condition: Very Good. Item in very good condition! Textbooks may not include supplemental items i.e. CDs, access codes etc. Seller Inventory # 00085836107
Quantity: 1 available
Stock Image
Financial Calculus: An Introduction to Derivative Pricing
Published by
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
Used
Hardcover
Seller: SecondSale, Montgomery, IL, U.S.A.
Seller rating 4 out of 5 stars
Condition: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc. Seller Inventory # 00087586725
Quantity: 1 available
Stock Image
Financial Calculus
Published by
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
Used
Hardcover
Seller: ThriftBooks-Reno, Reno, NV, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 1.28. Seller Inventory # G0521552893I4N00
Quantity: 1 available
Stock Image
Financial Calculus
Published by
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
Used
Hardcover
Seller: ThriftBooks-Dallas, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 1.28. Seller Inventory # G0521552893I4N00
Quantity: 1 available
Stock Image
Financial Calculus
Published by
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
Used
Hardcover
Seller: ThriftBooks-Atlanta, AUSTELL, GA, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 1.28. Seller Inventory # G0521552893I4N00
Quantity: 1 available
Stock Image
Financial Calculus: An Introduction to Derivative Pricing
Published by
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
Used
Hardcover
Seller: WorldofBooks, Goring-By-Sea, WS, United Kingdom
Seller rating 5 out of 5 stars
Hardback. Condition: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Seller Inventory # GOR001494717
Quantity: 1 available
Seller Image
Financial Calculus: An Introduction to Derivative Pricing
Published by
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
Used
Hardcover
Seller: WeBuyBooks, Rossendale, LANCS, United Kingdom
Seller rating 5 out of 5 stars
Condition: Very Good. Most items will be dispatched the same or the next working day. A copy that has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Previous owners name. Seller Inventory # wbs7512173501
Quantity: 1 available
Stock Image
Financial Calculus: An Introduction to Derivative Pricing
Published by
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
Used
Hardcover
Seller: Textbooks_Source, Columbia, MO, U.S.A.
Seller rating 5 out of 5 stars
hardcover. Condition: Good. 17th ed. Ships in a BOX from Central Missouri! May not include working access code. Will not include dust jacket. Has used sticker(s) and some writing or highlighting. UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes). Seller Inventory # 000325219U
Quantity: 1 available
Stock Image
Financial Calculus: An Introduction to Derivative Pricing
Published by
Cambridge University Press, 2007
ISBN 10: 0521552893
ISBN 13: 9780521552899
Used
Hardcover
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,600grams, ISBN:9780521552899. Seller Inventory # 9791435
Quantity: 1 available