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Financial calculus : an introduction to derivative pricing

Author: Martin Baxter; Andrew Rennie
Publisher: Cambridge ; New York, NY : Cambridge University Press, 2014.
Edition/Format:   Print book : EnglishView all editions and formats
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Document Type: Book
All Authors / Contributors: Martin Baxter; Andrew Rennie
ISBN: 9780521552899 0521552893
OCLC Number: 958420070
Notes: Includes index.
Reprint. Originally published: 1996.
Description: ix, 233 pages : illustrations
Contents: 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.
Responsibility: Martin Baxter, Andrew Rennie.

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