Articoli correlati a Financial Calculus: An Introduction to Derivative Pricing
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A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.
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 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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Financial Calculus: An Introduction to Derivative Pricing
Editore:
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
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Financial Calculus: An Introduction to Derivative Pricing
Editore:
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
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Da: World of Books (was SecondSale), Montgomery, IL, U.S.A.
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Condizione: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc. Codice articolo 00102372133
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Financial Calculus: An Introduction to Derivative Pricing
Editore:
Cambridge University Press, United Kingdom, Cambridge, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
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Da: WorldofBooks, Goring-By-Sea, WS, Regno Unito
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Paperback. Condizione: Very Good. 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. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Codice articolo GOR001494717
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Financial Calculus : An Introduction to Derivative Pricing
Editore:
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
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Da: Better World Books, Mishawaka, IN, U.S.A.
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Condizione: Good. Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. Codice articolo 8288658-6
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Financial Calculus: An Introduction to Derivative Pricing
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Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
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hardcover. Condizione: Good. Codice articolo mon0000772642
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Financial Calculus: An Introduction to Derivative Pricing
Editore:
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
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Financial Calculus: An Introduction to Derivative Pricing
Editore:
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
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Condizione: good. This book is in good condition. The cover has minor creases or bends. The binding is tight and pages are intact. Some pages may have writing or highlighting. Codice articolo BRV.0521552893.G
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Financial Calculus. An Introduction to Derivative Pricing
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Cambridge University Press, 1998
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ISBN 13: 9780521552899
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Condizione: Very Good. 1998 corrected reprint, ix, 233 pp., Hardcover, lacks the jacket, previous owner's name to the front free endpaper, else very good. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. Codice articolo ZB1349355
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Financial Calculus: An Introduction to Derivative Pricing
Editore:
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
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Financial Calculus: An Introduction to Derivative Pricing
Editore:
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
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Condizione: Acceptable. Used - Acceptable. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library with wear and barcode page may have been removed. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. Codice articolo Z1-F-007-02641
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