Title Financial calculus : an introduction to derivative pricing / Martin Baxter, Andrew Rennie

Published Cambridge ; New York, NY : Cambridge University Press, 1996

Copies

Location	Call no.	Vol.	Availability
MELB	332.63221 Bax/Fca		DUE 14-09-23

Description ix, 233 pages : illustrations ; 24 cm Contents The parable of the bookmaker -- Ch. 1. Introduction -- Ch. 2. Discrete processes -- Ch. 3. Continuous processes -- Ch. 4. Pricing market securities -- Ch. 5. Interest rates -- Ch. 6. Bigger models Summary Financial Calculus provides a rigorous and accessible account o the mathematics behind the pricing, construction and hedging of derivative securities Analysis Securities Prices Notes Includes glossary of technical terms Bibliography Includes index Subject Derivative securities -- Prices -- Mathematics. Financial futures. Author Rennie, Andrew, 1968- LC no. 96009219 ISBN 0521552893

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