Financial Calculus: An Introduction to Derivative Pricing

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Financial Calculus: An Introduction to Derivative Pricing - Baxter, Martin, and Martin, Baxter, and Andrew, Rennie

The first rigorous and accessible account of the mathematics behind the pricing, construction, and hedging of derivative securities, this book explains, with mathematical precision and in a style tailored for market practitioners, such key concepts as martingales, change of measure, and the Heath-Jarrow-Morton model. A full Glossary of ... Read More

Financial Calculus: An Introduction to Derivative Pricing 1996, Cambridge University Press, Cambridge, England

ISBN-13: 9780521552899

Hardcover

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