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Financial calculus : an introduction to derivative pricing

著者: Martin Baxter; Andrew Rennie
出版: Cambridge ; New York, NY : Cambridge University Press, 1996.
エディション/フォーマット:   book_printbook : Englishすべてのエディションとフォーマットを見る
データベース:WorldCat
概要:
Financial Calculus provides a rigorous and accessible account o the mathematics behind the pricing, construction and hedging of derivative securities.
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資料の種類: インターネット資料
ドキュメントの種類: 図書, インターネットリソース
すべての著者/寄与者: Martin Baxter; Andrew Rennie
ISBN: 0521552893 9780521552899
OCLC No.: 34875874
注記: Includes index.
物理形態: ix, 233 pages : illustrations ; 24 cm
コンテンツ: The parable of the bookmaker; 1. Introduction; 2. Discrete processes; 3. Continuous processes; 4. Pricing market securities; 5. Interest rates; 6. Bigger models; Appendix 1. Further reading; Appendix 2. Notation; Appendix 3. Answers to exercises; Appendix 4. Glossary of technical terms; Index.
責任者: Martin Baxter, Andrew Rennie.
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概要:

A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.  続きを読む

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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 続きを読む

 
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