Welcome to Loot.co.za!   Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
0
Your cart

Your cart is empty

Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis

Not currently available

Financial Calculus - An Introduction to Derivative Pricing (Electronic book text) Loot Price: R3,418
Discovery Miles 34 180
Repayment Terms: R320 pm x 12*
You Save: R1,034 (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

 (sign in to rate)
List price R4,452 Loot Price R3,418 Discovery Miles 34 180 | Repayment Terms: R320 pm x 12* You Save R1,034 (23%)

Bookmark and Share

Supplier out of stock. If you add this item to your wish list we will let you know when it becomes available.

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
Promotions
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!

You might also like..

Numbers, Hypotheses & Conclusions - A Course in Statistics for the Social Sciences (Paperback, 3rd Edition): Colin Tredoux,...
Numbers, Hypotheses & Conclusions - A…
Colin Tredoux, Kevin Durrheim Paperback R969 R803 Discovery Miles 8 030
Calculus - Early Transcendentals, Metric Edition (Hardcover, 9th Edition): James Stewart, Saleem Watson, Daniel K Clegg
Calculus - Early Transcendentals, Metric…
James Stewart, Saleem Watson, … Hardcover R1,338 R1,217 Discovery Miles 12 170
Calculus, Metric Edition (Hardcover, 9th edition): James Stewart, Saleem Watson, Daniel K Clegg
Calculus, Metric Edition
James Stewart, Saleem Watson, … Hardcover R1,339 R1,219 Discovery Miles 12 190
Differential Equations with Boundary-Value Problems, International Metric Edition (Paperback, 9th edition): Dennis Zill
Differential Equations with…
Dennis Zill Paperback R1,290 R1,160 Discovery Miles 11 600
Differential Equations with Boundary-Value Problems, International Edition (Paperback, 8th edition): Warren Wright, Dennis Zill
Differential Equations with…
Warren Wright, Dennis Zill Paperback  (1)
 R1,339 R1,201 Discovery Miles 12 010
Gold C1 Advanced New Edition Students' eText Access Card (Digital product license key, 2nd edition):
Gold C1 Advanced New Edition Students…
Digital product license key R1,038 Discovery Miles 10 380
Nonlinear Differential Problems with Smooth and Nonsmooth Constraints (Paperback): Dumitru Motreanu
Nonlinear Differential Problems with…
Dumitru Motreanu Paperback R3,847 R3,565 Discovery Miles 35 650
A Generalized Framework of Linear Multivariable Control (Paperback): Liansheng Tan
A Generalized Framework of Linear…
Liansheng Tan Paperback R2,424 R2,274 Discovery Miles 22 740
Differential Equations with Linear Algebra (Hardcover): Matthew R. Boelkins, Jack L. Goldberg, Merle C Potter
Differential Equations with Linear…
Matthew R. Boelkins, Jack L. Goldberg, … Hardcover R2,968 Discovery Miles 29 680
BI Statistical Methods - Volume I: Foundations (Hardcover): Peter Walley
BI Statistical Methods - Volume I…
Peter Walley Hardcover R2,756 Discovery Miles 27 560
Fourier Acoustics - Sound Radiation and Nearfield Acoustical Holography (Hardcover): Earl G. Williams
Fourier Acoustics - Sound Radiation and…
Earl G. Williams Hardcover R2,864 Discovery Miles 28 640
Calculus and Ordinary Differential Equations (Paperback): David Pearson
Calculus and Ordinary Differential…
David Pearson Paperback R810 Discovery Miles 8 100

See more
Books | DVD | Games | Music | Computers | Electronics | Fashion | Sport | Kitchen | Home | Pets | DIY | Toys | Baby | Health & Beauty | Stationery | Arts & Crafts
Need help?
My account
Services
Networking
Partners