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Financial Calculus: An Introduction to Derivative Pricing by Martin Baxter: Used
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- Buy It NowFinancial Calculus: An Introduction to Derivative Pricing by Martin Baxter: Used
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Located in: Sparks, Nevada, United States
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eBay item number:285039735694
Item specifics
- Condition
- Book Title
- Financial Calculus: An Introduction to Derivative Pricing
- Publication Date
- 1996-09-19
- Edition Number
- 17
- Pages
- 244
- ISBN
- 9780521552899
- Publication Year
- 1996
- Type
- Textbook
- Format
- Hardcover
- Language
- English
- Publication Name
- Financial Calculus : an Introduction to Derivative Pricing
- Item Height
- 0.7in
- Item Length
- 9.4in
- Publisher
- Cambridge University Press
- Item Width
- 6.5in
- Item Weight
- 20 Oz
- Number of Pages
- 244 Pages
About this product
Product Information
Here is a rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. An essential purchase for market practitioners, quantitative analysts, and derivatives traders, whether existing or trainees, in investment banks in the major financial centres throughout the world.
Product Identifiers
Publisher
Cambridge University Press
ISBN-10
0521552893
ISBN-13
9780521552899
eBay Product ID (ePID)
127410533
Product Key Features
Publication Name
Financial Calculus : an Introduction to Derivative Pricing
Format
Hardcover
Language
English
Publication Year
1996
Type
Textbook
Number of Pages
244 Pages
Dimensions
Item Length
9.4in
Item Height
0.7in
Item Width
6.5in
Item Weight
20 Oz
Additional Product Features
Lc Classification Number
Hg6024.A3 B39 1996
Reviews
‘… a very readable and useful introduction to the pricing of derivatives … A recommendable book.’Wil Schilders, ITW Nieuws, '… 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 behind the pricing, construction and hedging of derivative securities.' L'Enseignement Math matique, "This is an excellent book for anyone who want an intuitive understanding of the use of stochastic calculus in financial engineering." riskbook.com, '… the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities.' L'Enseignement Mathmatique, '... the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities.' L'Enseignement Mathématique, ‘… the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities.’L’Enseignement Mathématique, '... a very readable and useful introduction to the pricing of derivatives ... A recommendable book.' Wil Schilders, ITW Nieuws, "...a rigorous and accessible account of the probabilistic structure behind the pricing, construction, and hedging of derivative securities....Real examples from stock, currency, and interest rate markets are used. The text also gives a clear view and introduction to modern mathematical finance for probabilists and statisticians." The Journal of the American Statistical Association
Table of Content
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.
Copyright Date
1996
Topic
Calculus, Applied
Lccn
96-009219
Dewey Decimal
332.63222
Intended Audience
Scholarly & Professional
Dewey Edition
20
Illustrated
Yes
Genre
Mathematics
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eBay item number:285039735694
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