Title
Financial Calculus: An Introduction to Derivative Pricing,Used
Delivery time: 8-12 business days (International)
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 HeathJarrowMorton model. Starting from discretetime hedging on binary trees, the authors develop continuoustime stock models (including the BlackScholes 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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Shipping
We ship your order within 2–3 business days for USA deliveries and 5–8 business days for international shipments. Once your package has been dispatched from our warehouse, you'll receive an email confirmation with a tracking number, allowing you to track the status of your delivery.
Returns
To facilitate a smooth return process, a Return Authorization (RA) Number is required for all returns. Returns without a valid RA number will be declined and may incur additional fees. You can request an RA number within 15 days of the original delivery date. For more details, please refer to our Return & Refund Policy page.
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Warranty
We provide a 2-year limited warranty, from the date of purchase for all our products.
If you believe you have received a defective product, or are experiencing any problems with your product, please contact us.
This warranty strictly does not cover damages that arose from negligence, misuse, wear and tear, or not in accordance with product instructions (dropping the product, etc.).
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Frequently Asked Questions
- Q: What is 'Financial Calculus: An Introduction to Derivative Pricing' about? A: This book provides a rigorous and accessible account of the mathematics involved in pricing, constructing, and hedging derivative securities, focusing on key concepts such as martingales and the Heath-Jarrow-Morton model.
- Q: Who is the author of this book? A: The author of 'Financial Calculus' is Martin Baxter.
- Q: What topics are covered in this book? A: The book covers discrete-time hedging, continuous-time stock models including the Black-Scholes method, and practical examples from stock, currency, and interest rate markets.
- Q: What is the condition of the book? A: The book is in new condition and comes with guaranteed packaging.
- Q: How many pages does the book have? A: The book has a total of 233 pages.
- Q: What is the binding type of this book? A: The book is available in hardcover binding.
- Q: When was this book published? A: The book was published on September 28, 1996.
- Q: Is there a glossary included in the book? A: Yes, the book includes a full glossary of probabilistic and financial terms.
- Q: What is the edition of this book? A: This book is the 17th edition.
- Q: What features does this book offer? A: Features include mint condition, same-day dispatch for orders received before noon, guaranteed packaging, and a no-quibbles return policy.