Financial Calculus: An Introduction to Derivative Pricing

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( su 37 valutazioni fornite da GoodReads )
 
9780521552899: Financial Calculus: An Introduction to Derivative Pricing

The rewards and dangers of speculating in the modern financial markets have come to the fore in recent times with the collapse of banks and bankruptcies of public corporations as a direct result of ill-judged investment. At the same time, individuals are paid huge sums to use their mathematical skills to make well-judged investment decisions. Here now is the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. Key concepts such as martingales, change of measure, and the Heath-Jarrow-Morton model are described with mathematical precision in a style tailored for market practitioners. Starting from discrete-time hedging on binary trees, continuous-time stock models (including Black-Scholes) are developed. Practicalities are stressed, including examples from stock, currency and interest rate markets, all accompanied by graphical illustrations with realistic data. A full glossary of probabilistic and financial terms is provided. This unique, modern and up-to-date book will be 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.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Recensione:

'… 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 Mathématique

Descrizione del libro:

Here is a modern, 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.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

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1.

Martin Baxter; Andrew Rennie
Editore: Cambridge University Press (1996)
ISBN 10: 0521552893 ISBN 13: 9780521552899
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Descrizione libro Cambridge University Press, 1996. Hardcover. Condizione libro: New. Codice libro della libreria SONG0521552893

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2.

Martin W. Baxter, Andrew J. O. Rennie
Editore: Cambridge University Press 1996-09-19, Cambridge (1996)
ISBN 10: 0521552893 ISBN 13: 9780521552899
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Descrizione libro Cambridge University Press 1996-09-19, Cambridge, 1996. hardback. Condizione libro: New. Codice libro della libreria 9780521552899

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Martin W. Baxter, Andrew J. O. Rennie
Editore: CAMBRIDGE UNIVERSITY PRESS, United Kingdom (2001)
ISBN 10: 0521552893 ISBN 13: 9780521552899
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Descrizione libro CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2001. Hardback. Condizione libro: New. 17th ed.. 236 x 160 mm. Language: English . Brand New Book. The rewards and dangers of speculating in the modern financial markets have come to the fore in recent times with the collapse of banks and bankruptcies of public corporations as a direct result of ill-judged investment. At the same time, individuals are paid huge sums to use their mathematical skills to make well-judged investment decisions. Here now is the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. Key concepts such as martingales, change of measure, and the Heath-Jarrow-Morton model are described with mathematical precision in a style tailored for market practitioners. Starting from discrete-time hedging on binary trees, continuous-time stock models (including Black-Scholes) are developed. Practicalities are stressed, including examples from stock, currency and interest rate markets, all accompanied by graphical illustrations with realistic data. A full glossary of probabilistic and financial terms is provided. This unique book will be an essential purchase for market practitioners, quantitative analysts, and derivatives traders. Codice libro della libreria AAZ9780521552899

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4.

Martin W. Baxter, Andrew J. O. Rennie
Editore: CAMBRIDGE UNIVERSITY PRESS, United Kingdom (2001)
ISBN 10: 0521552893 ISBN 13: 9780521552899
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The Book Depository US
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[?]

Descrizione libro CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2001. Hardback. Condizione libro: New. 17th ed.. 236 x 160 mm. Language: English . Brand New Book. The rewards and dangers of speculating in the modern financial markets have come to the fore in recent times with the collapse of banks and bankruptcies of public corporations as a direct result of ill-judged investment. At the same time, individuals are paid huge sums to use their mathematical skills to make well-judged investment decisions. Here now is the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. Key concepts such as martingales, change of measure, and the Heath-Jarrow-Morton model are described with mathematical precision in a style tailored for market practitioners. Starting from discrete-time hedging on binary trees, continuous-time stock models (including Black-Scholes) are developed. Practicalities are stressed, including examples from stock, currency and interest rate markets, all accompanied by graphical illustrations with realistic data. A full glossary of probabilistic and financial terms is provided. This unique book will be an essential purchase for market practitioners, quantitative analysts, and derivatives traders. Codice libro della libreria AAZ9780521552899

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Martin Baxter
Editore: Cambridge University Press 1996-09-19 (1996)
ISBN 10: 0521552893 ISBN 13: 9780521552899
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Descrizione libro Cambridge University Press 1996-09-19, 1996. Condizione libro: New. Brand new book, sourced directly from publisher. Dispatch time is 24-48 hours from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Codice libro della libreria NU-GRD-00357954

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Baxter, Martin
Editore: Cambridge University Press (1996)
ISBN 10: 0521552893 ISBN 13: 9780521552899
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Descrizione libro Cambridge University Press, 1996. HRD. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria GB-9780521552899

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Andrew Rennie; Martin Baxter
ISBN 10: 0521552893 ISBN 13: 9780521552899
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Descrizione libro Condizione libro: New. Bookseller Inventory # ST0521552893. Codice libro della libreria ST0521552893

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Martin W. Baxter, Andrew J.O. Rennie
Editore: Cambridge University Press
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Descrizione libro Cambridge University Press. Hardback. Condizione libro: new. BRAND NEW, Financial Calculus: An Introduction to Derivative Pricing, Martin W. Baxter, Andrew J.O. Rennie, The rewards and dangers of speculating in the modern financial markets have come to the fore in recent times with the collapse of banks and bankruptcies of public corporations as a direct result of ill-judged investment. At the same time, individuals are paid huge sums to use their mathematical skills to make well-judged investment decisions. Here now is the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. Key concepts such as martingales, change of measure, and the Heath-Jarrow-Morton model are described with mathematical precision in a style tailored for market practitioners. Starting from discrete-time hedging on binary trees, continuous-time stock models (including Black-Scholes) are developed. Practicalities are stressed, including examples from stock, currency and interest rate markets, all accompanied by graphical illustrations with realistic data. A full glossary of probabilistic and financial terms is provided. This unique book will be an essential purchase for market practitioners, quantitative analysts, and derivatives traders. Codice libro della libreria B9780521552899

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Baxter, Martin, Rennie, Andrew
Editore: Cambridge University Press (1996)
ISBN 10: 0521552893 ISBN 13: 9780521552899
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Valutazione libreria
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Descrizione libro Cambridge University Press, 1996. Condizione libro: New. 1996. 1st Edition. Hardcover. A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities. Num Pages: 244 pages, 41 b/w illus. 9 tables 23 exercises. BIC Classification: KFF; PBT. Category: (P) Professional & Vocational. Dimension: 241 x 159 x 17. Weight in Grams: 548. An Introduction to Derivative Pricing. 244 pages, 41 b/w illus. 9 tables 23 exercises. Modern introduction to mathematics of pricing, construction and hedging of derivative securities. Cateogry: (P) Professional & Vocational. BIC Classification: KFF; PBT. Dimension: 241 x 159 x 17. Weight: 560. . . . . . . Codice libro della libreria V9780521552899

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Martin Baxter
ISBN 10: 0521552893 ISBN 13: 9780521552899
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Descrizione libro Paperback. Condizione libro: New. Not Signed; The rewards and dangers of speculating in the modern financial markets have come to the fore in recent times with the collapse of banks and bankruptcies of public corporations as a direct result of ill-judged investment. At the same time, individuals are paid huge sums to use their mathematical skil. book. Codice libro della libreria ria9780521552899_rkm

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