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Financial Calculus - An Introduction to Derivative Pricing (Electronic book text) Loot Price: R3,352
Discovery Miles 33 520
Repayment Terms: R314 pm x 12*
You Save: R985 (23%)
Financial Calculus - An Introduction to Derivative Pricing (Electronic book text): Martin Baxter, Baxter Martin, Rennie Andrew

Financial Calculus - An Introduction to Derivative Pricing (Electronic book text)

Martin Baxter, Baxter Martin, Rennie Andrew; As told to Andrew Rennie

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List price R4,337 Loot Price R3,352 Discovery Miles 33 520 | Repayment Terms: R314 pm x 12* You Save R985 (23%)

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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 States
Release date: May 2014
Authors: Martin Baxter • Baxter Martin • Rennie Andrew
As told to: Andrew Rennie
Format: Electronic book text
Pages: 245
ISBN-13: 978-1-139-64878-3
Categories: Books > Business & Economics > Economics > General
Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > General
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LSN: 1-139-64878-0
Barcode: 9781139648783

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