Financial Calculus: An Introduction to Derivative Pricing

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( su 41 valutazioni fornite da Goodreads )
 
9780521552899: Financial Calculus: An Introduction to Derivative Pricing

Here is the first rigorous and accessible account of the mathematics behind the pricing, construction, and hedging of derivative securities. With mathematical precision and in a style tailored for market practioners, the authors describe key concepts such as martingales, change of measure, and the Heath-Jarrow-Morton model. Starting from discrete-time hedging on binary trees, the authors develop continuous-time stock models (including the Black-Scholes method). They stress practicalities including examples from stock, currency and interest rate markets, all accompanied by graphical illustrations with realistic data. The authors provide a full glossary of probabilistic and financial terms.

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Book Description:

Here is the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. Key concepts are described with mathematical precision in a style tailored for market practitioners. Practicalities are stressed, including examples from stock, currency and interest rate markets, all accompanied by graphical illustrations. A full glossary of probabilistic and financial terms is provided.This 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.

Review:

"...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

"This is an excellent book for anyone who want an intuitive understanding of the use of stochastic calculus in financial engineering."
riskbook.com

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1.

Baxter, Martin; Rennie, Andrew
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. New. There is a slight shelf or time wear. Otherwise new.We Ship Every Day! Free Tracking Number Included! International Buyers Are Welcome! Satisfaction Guaranteed!. Codice libro della libreria 3431003502t

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Martin Baxter, Andrew 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
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ISBN 10: 0521552893 ISBN 13: 9780521552899
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Descrizione libro CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2015. Hardback. Condizione libro: New. 17th ed.. 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
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Descrizione libro Cambridge University Press 1996-09-19, 1996. Paperback. Condizione libro: New. Codice libro della libreria NU-GRD-00357954

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Martin W. Baxter, Andrew J. O. Rennie
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ISBN 10: 0521552893 ISBN 13: 9780521552899
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Descrizione libro CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2015. Hardback. Condizione libro: New. 17th ed.. 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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Descrizione libro Cambridge University Press, 1996. Hardcover. Condizione libro: New. Codice libro della libreria SONG0521552893

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Descrizione libro Condizione libro: New. Bookseller Inventory # ST0521552893. Codice libro della libreria ST0521552893

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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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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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