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Financial Calculus - An Introduction to Derivative Pricing (Hardcover, New) Loot Price: R2,229
Discovery Miles 22 290
Repayment Terms: R209 pm x 12*
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Financial Calculus - An Introduction to Derivative Pricing (Hardcover, New)

Martin Baxter, Andrew Rennie

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Loot Price R2,229 Discovery Miles 22 290 | Repayment Terms: R209 pm x 12*

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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.

General

Imprint: Cambridge UniversityPress
Country of origin: United Kingdom
Release date: September 1996
First published: 1996
Authors: Martin Baxter • Andrew Rennie
Dimensions: 241 x 160 x 15mm (L x W x T)
Format: Hardcover
Pages: 233
Edition: New
ISBN-13: 978-0-521-55289-9
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Business & Economics > Finance & accounting > Finance > General
Books > Money & Finance > General
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LSN: 0-521-55289-3
Barcode: 9780521552899

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