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Financial calculus : an introduction to derivative pricing Titelvorschau
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Financial calculus : an introduction to derivative pricing

Verfasser/in: Martin Baxter; Andrew Rennie
Herausgeber: Cambridge ; New York, NY : Cambridge University Press, 1996.
Ausgabe/Format   Gedrucktes Buch : EnglischAlle Ausgaben und Formate anzeigen
Datenbank:WorldCat
Zusammenfassung:
Financial Calculus provides a rigorous and accessible account o the mathematics behind the pricing, construction and hedging of derivative securities.
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Medientyp: Internetquelle
Dokumenttyp Buch, Internet-Ressource
Alle Autoren: Martin Baxter; Andrew Rennie
ISBN: 0521552893 9780521552899
OCLC-Nummer: 34875874
Anmerkungen: Includes index.
Beschreibung: ix, 233 pages : illustrations ; 24 cm
Inhalt: 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.
Verfasserangabe: Martin Baxter, Andrew Rennie.
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Abstract:

A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.  Weiterlesen…

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'... a very readable and useful introduction to the pricing of derivatives ... A recommendable book.' Wil Schilders, ITW Nieuws '... the first rigorous and accessible account of the mathematics Weiterlesen…

 
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