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Financial calculus : an introduction to derivative pricing

Autor: Martin Baxter; Andrew Rennie
Editora: Cambridge ; New York, NY : Cambridge University Press, 1996.
Edição/Formato   Print book : InglêsVer todas as edições e formatos
Base de Dados:WorldCat
Resumo:
Financial Calculus provides a rigorous and accessible account o the mathematics behind the pricing, construction and hedging of derivative securities.
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baseado em 1 classificação(ões) 1 com uma crítica

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Detalhes

Tipo de Material: Recurso Internet
Tipo de Documento: Livro, Recurso Internet
Todos os Autores / Contribuintes: Martin Baxter; Andrew Rennie
ISBN: 0521552893 9780521552899
Número OCLC: 34875874
Notas: Includes index.
Descrição: ix, 233 pages : illustrations ; 24 cm
Conteúdos: 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.
Responsabilidade: Martin Baxter, Andrew Rennie.
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Resumo:

A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.  Ler mais...

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Nielsen BookData

'... 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 Ler mais...

 
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