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Book Cover
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
Online access available from:
EBSCO eBook Academic Collection    View Resource Record  


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.
Form Electronic book
Author Rennie, Andrew, 1968-
ISBN 0511806639 (electronic bk.)
1139648780 (electronic bk.)
9780511806636 (electronic bk.)
9781139648783 (electronic bk.)