跳至内容
Financial calculus : an introduction to derivative pricing 線上預覽
關閉線上預覽
正在查...

Financial calculus : an introduction to derivative pricing

作者: Martin Baxter; Andrew Rennie
出版商: Cambridge ; New York, NY : Cambridge University Press, 1996.
版本/格式:   Print book : 英語所有版本和格式的總覽
資料庫:WorldCat
提要:
Financial Calculus provides a rigorous and accessible account o the mathematics behind the pricing, construction and hedging of derivative securities.
評定級別:

依據 1 評分 1 附有評論

主題
更多類似這樣的

 

在線上查詢

與資料的連結

在圖書館查詢

&AllPage.SpinnerRetrieving; 正在查詢有此資料的圖書館...

詳細書目

資料類型: 網際網路資源
文件類型: 圖書, 網路資源
所有的作者/貢獻者: Martin Baxter; Andrew Rennie
ISBN: 0521552893 9780521552899
OCLC系統控制編碼: 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.
責任: Martin Baxter, Andrew Rennie.
更多資訊:

摘要:

A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.  再讀一些...

評論

社評

出版商概要

'... 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 再讀一些...

 
讀者提供的評論

WorldCat讀者評論 (1)

http://www.discount-airmax.net

評論者是 discount-airmax1 (WorldCat讀者所發佈的 2012-06-01) 極好 Permalink

<!-- [if gte mso 9]><xml> <w:WordDocument> <w:View>Normal</w:View> <w:Zoom>0</w:Zoom> <w:PunctuationKerning/> <w:DrawingGridVerticalSpacing>7.8 磅</w:DrawingGridVerticalSpacing> <w:DisplayHorizontalDrawingGridEvery>0</w:DisplayHorizontalDrawingGridEvery> <w:DisplayVerticalDrawingGridEvery>2</w:DisplayVerticalDrawingGridEvery>...
再讀一些...  再讀一些...

  • 此評論對你是否有所裨益?
  •   
正在擷取GoodReads評論...
正在擷取DOGObooks的評論

標籤

所有的讀者標籤 (5)

檢視最熱門的標籤,呈現的形式是: 標籤我的最愛清單 | 標籤雲(tag cloud)

確認申請

你可能已經申請過這份資料。若還是想申請,請選確認。

連結資料


Primary Entity

<http://www.worldcat.org/oclc/34875874> # Financial calculus : an introduction to derivative pricing
    a schema:Book, schema:CreativeWork ;
    library:oclcnum "34875874" ;
    library:placeOfPublication <http://id.loc.gov/vocabulary/countries/enk> ;
    library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/325013360#Place/cambridge> ; # Cambridge
    library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/325013360#Place/new_york_ny> ; # New York, NY
    schema:about <http://experiment.worldcat.org/entity/work/data/325013360#Topic/finanzmathematik> ; # Finanzmathematik
    schema:about <http://experiment.worldcat.org/entity/work/data/325013360#Topic/mathematiques_financieres> ; # Mathématiques financières
    schema:about <http://experiment.worldcat.org/entity/work/data/325013360#Topic/prijsvorming> ; # Prijsvorming
    schema:about <http://experiment.worldcat.org/entity/work/data/325013360#Topic/kwantitatieve_methoden> ; # Kwantitatieve methoden
    schema:about <http://experiment.worldcat.org/entity/work/data/325013360#Topic/investimentos> ; # Investimentos
    schema:about <http://experiment.worldcat.org/entity/work/data/325013360#Topic/derivative_securities> ; # Derivative securities
    schema:about <http://experiment.worldcat.org/entity/work/data/325013360#Topic/instruments_derives_finances_prix_mathematiques> ; # Instruments dérivés (Finances)--Prix--Mathématiques
    schema:about <http://experiment.worldcat.org/entity/work/data/325013360#Topic/calcul_economique> ; # Calcul économique
    schema:about <http://experiment.worldcat.org/entity/work/data/325013360#Topic/pricing> ; # Pricing
    schema:about <http://experiment.worldcat.org/entity/work/data/325013360#Topic/derivat_wertpapier> ; # Derivat
    schema:about <http://dewey.info/class/332.63221/e20/> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/325013360#Topic/calcul_differentiel> ; # Calcul différentiel
    schema:about <http://experiment.worldcat.org/entity/work/data/325013360#Topic/hedging> ; # Hedging
    schema:about <http://experiment.worldcat.org/entity/work/data/325013360#Topic/derivative_securities_prices_mathematics> ; # Derivative securities--Prices--Mathematics
    schema:about <http://experiment.worldcat.org/entity/work/data/325013360#Topic/arbitrage_pricing_theorie> ; # Arbitrage-Pricing-Theorie
    schema:about <http://experiment.worldcat.org/entity/work/data/325013360#Topic/optiehandel> ; # Optiehandel
    schema:bookFormat bgn:PrintBook ;
    schema:contributor <http://viaf.org/viaf/115142034> ; # Andrew Rennie
    schema:creator <http://viaf.org/viaf/49384985> ; # Martin Baxter
    schema:datePublished "1996" ;
    schema:description "Financial Calculus provides a rigorous and accessible account o the mathematics behind the pricing, construction and hedging of derivative securities."@en ;
    schema:exampleOfWork <http://worldcat.org/entity/work/id/325013360> ;
    schema:inLanguage "en" ;
    schema:name "Financial calculus : an introduction to derivative pricing"@en ;
    schema:productID "34875874" ;
    schema:publication <http://www.worldcat.org/title/-/oclc/34875874#PublicationEvent/cambridge_new_york_ny_cambridge_university_press_1996> ;
    schema:publisher <http://experiment.worldcat.org/entity/work/data/325013360#Agent/cambridge_university_press> ; # Cambridge University Press
    schema:url <http://catdir.loc.gov/catdir/toc/cam027/96009219.html> ;
    schema:url <http://digitool.hbz-nrw.de:1801/webclient/DeliveryManager?application=DIGITOOL-3&owner=resourcediscovery&custom%5Fatt%5F2=simple%5Fviewer&user=GUEST&pid=1538932> ;
    schema:workExample <http://worldcat.org/isbn/9780521552899> ;
    wdrs:describedby <http://www.worldcat.org/title/-/oclc/34875874> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/325013360#Agent/cambridge_university_press> # Cambridge University Press
    a bgn:Agent ;
    schema:name "Cambridge University Press" ;
    .

<http://experiment.worldcat.org/entity/work/data/325013360#Topic/arbitrage_pricing_theorie> # Arbitrage-Pricing-Theorie
    a schema:Intangible ;
    schema:name "Arbitrage-Pricing-Theorie"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/325013360#Topic/calcul_differentiel> # Calcul différentiel
    a schema:Intangible ;
    schema:name "Calcul différentiel"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/325013360#Topic/calcul_economique> # Calcul économique
    a schema:Intangible ;
    schema:name "Calcul économique"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/325013360#Topic/derivative_securities> # Derivative securities
    a schema:Intangible ;
    schema:name "Derivative securities"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/325013360#Topic/derivative_securities_prices_mathematics> # Derivative securities--Prices--Mathematics
    a schema:Intangible ;
    schema:hasPart <http://id.loc.gov/authorities/subjects/sh93005704> ;
    schema:name "Derivative securities--Prices--Mathematics"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/325013360#Topic/instruments_derives_finances_prix_mathematiques> # Instruments dérivés (Finances)--Prix--Mathématiques
    a schema:Intangible ;
    schema:name "Instruments dérivés (Finances)--Prix--Mathématiques"@fr ;
    .

<http://experiment.worldcat.org/entity/work/data/325013360#Topic/kwantitatieve_methoden> # Kwantitatieve methoden
    a schema:Intangible ;
    schema:name "Kwantitatieve methoden"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/325013360#Topic/mathematiques_financieres> # Mathématiques financières
    a schema:Intangible ;
    schema:name "Mathématiques financières"@en ;
    .

<http://viaf.org/viaf/115142034> # Andrew Rennie
    a schema:Person ;
    schema:birthDate "1968" ;
    schema:familyName "Rennie" ;
    schema:givenName "Andrew" ;
    schema:name "Andrew Rennie" ;
    .

<http://viaf.org/viaf/49384985> # Martin Baxter
    a schema:Person ;
    schema:birthDate "1968" ;
    schema:familyName "Baxter" ;
    schema:givenName "Martin" ;
    schema:name "Martin Baxter" ;
    .

<http://worldcat.org/isbn/9780521552899>
    a schema:ProductModel ;
    schema:isbn "0521552893" ;
    schema:isbn "9780521552899" ;
    .


Content-negotiable representations

關閉視窗

請登入WorldCat 

没有帳號嗎?你可很容易的 建立免費的帳號.