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Author
Baxter, Martin, 1968-
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
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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
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