Financial Calculus: An Introduction to Derivative Pricing - Rilegato

Baxter, Martin; Rennie, Andrew

 
9780521552899: Financial Calculus: An Introduction to Derivative Pricing

Sinossi

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

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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 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.

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