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Financial Calculus - An Introduction to Derivative Pricing (Hardcover, New)
Loot Price: R2,259
Discovery Miles 22 590
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Financial Calculus - An Introduction to Derivative Pricing (Hardcover, New)
Expected to ship within 12 - 17 working days
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Total price: R2,279
Discovery Miles: 22 790
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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.
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