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Financial calculus : an introduction to derivative pricing

저자: Martin Baxter; Andrew Rennie
출판사: Cambridge ; New York, NY : Cambridge University Press, 1996.
판/형식:   Print book : 영어모든 판과 형식 보기
데이터베이스:WorldCat
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Financial Calculus provides a rigorous and accessible account o the mathematics behind the pricing, construction and hedging of derivative securities.
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자료 유형: 인터넷 자료
문서 형식: 책, 인터넷 자원
모든 저자 / 참여자: Martin Baxter; Andrew Rennie
ISBN: 0521552893 9780521552899
OCLC 번호: 34875874
메모: Includes index.
설명: ix, 233 pages : illustrations ; 24 cm
내용: 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.
책임: Martin Baxter, Andrew Rennie.
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A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.  더 읽기…

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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 더 읽기…

 
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