This page contains enriched content visible when JavaScript is enabled.
My Account
Library Home
Your session will expire automatically in
0
seconds.
Continue session
End session now
Save to My Lists
Export
Return to Browse
SearchType
Keyword
Title
Author (Last name first)
Subject
ISBN/ISSN
Call Number
Unit Code
Libraries Australia No.
Library of Congress No.
Search
Search Scope
Entire Collection
Print Books
E-books
All books
E-journals
All journals
Databases
All e-resources
Streaming Video
DVDs
Curriculum Resources
Deakin Theses
Special Collections
Melbourne Burwood
Warrnambool
Geelong Waterfront
Geelong Waurn Ponds
Limit search to available items
Record 25 of 42
Previous Record
Next Record
  Permalink    
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
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