Financial Calculus: An Introduction To Derivative Pricing
SKU: DADAX0521552893
ISBN : 9780521552899
Condition : New
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Financial Calculus: An Introduction to Derivative Pricing
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.
Specification of Financial Calculus: An Introduction to Derivative Pricing
GENERAL | |
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Author | Martin Baxter |
Binding | Hardcover |
Language | English |
Edition | 17th ed. |
ISBN-10 | 0521552893 |
ISBN-13 | 9780521552899 |
Publisher | Cambridge University Press |
Publication Year | 1996 |
DIMENSIONS | |
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Height | 5.98 inch. |
Length | 0.71 inch. |
Width | 8.98 inch. |
Weight | 1.25 pounds. |
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