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

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

Click on the following:
EBSCO eBooks

Copies

Description 1 online resource (ix, 233 pages) : illustrations 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 Notes Includes index Print version record Subject Derivative securities -- Prices -- Mathematics BUSINESS & ECONOMICS -- Investments & Securities -- Stocks. Arbitrage-Pricing-Theorie Derivat Wertpapier Finanzmathematik Hedging Optiehandel. Prijsvorming. Kwantitatieve methoden. Investimentos. Calcul différentiel. Calcul économique. Mathématiques financières. Form Electronic book Author Rennie, Andrew, 1968- ISBN 9781139648783 1139648780 9780511806636 0511806639 0521557666 9780521557665

  Permalink