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

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
LSN:	1-139-64878-0
Barcode:	9781139648783

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!