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Financial Calculus An Introduction to Derivative Pricing

ISBN-10: 0521552893

ISBN-13: 9780521552899

Edition: 1996

Authors: Martin W. Baxter, Andrew J. O. Rennie

List price: $90.00
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Description:

Financial Calculus provides a rigorous and accessible account o the mathematics behind the pricing, construction and hedging of derivative securities.
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Book details

List price: $90.00
Copyright year: 1996
Publisher: Cambridge University Press
Publication date: 9/19/1996
Binding: Hardcover
Pages: 244
Size: 6.50" wide x 9.50" long x 0.50" tall
Weight: 0.990

The parable of the bookmaker
Introduction
Discrete processes
Continuous processes
Pricing market securities
Interest rates
Bigger models
Further reading
Notation
Answers to exercises
Glossary of technical terms
Index