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Financial calculus : an introduction to derivative pricing

著者: Martin Baxter; Andrew Rennie
出版商: Cambridge ; New York, NY : Cambridge University Press, 1996.
版本/格式:   Print book : 英语查看所有的版本和格式
数据库: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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材料类型: 互联网资源
文件类型: 书, 互联网资源
所有的著者/提供者: Martin Baxter; Andrew Rennie
ISBN: 0521552893 9780521552899
OCLC号码: 34875874
注意: Includes index.
描述: ix, 233 pages : illustrations ; 24 cm
内容: 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.
责任: Martin Baxter, Andrew Rennie.
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A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.  再读一些...

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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 再读一些...

 
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