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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Hardcover. Condizione: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Codice articolo S_455702393
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Financial Calculus: An Introduction to Derivative Pricing
Editore:
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
Antico o usato
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Da: World of Books (was SecondSale), Montgomery, IL, U.S.A.
Valutazione del venditore 5 su 5 stelle
Hardback. Condizione: Fair. 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 articolo 00104362881
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Financial Calculus: An Introduction to Derivative Pricing
Editore:
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
Antico o usato
Rilegato
Da: World of Books (was SecondSale), Montgomery, IL, U.S.A.
Valutazione del venditore 5 su 5 stelle
Hardback. Condizione: 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. Codice articolo 00102372133
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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. Fairly worn, but readable and intact. If applicable: Dust jacket, disc or access code may not be included. Codice articolo GICWV.0521552893.A
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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: ThriftBooks-Dallas, Dallas, TX, U.S.A.
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Condizione: Good. No Jacket. Missing dust jacket; Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less. Codice articolo G0521552893I3N01
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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: ThriftBooks-Dallas, Dallas, TX, U.S.A.
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Condizione: Good. No Jacket. Former library book; Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less. Codice articolo G0521552893I3N10
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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: WorldofBooks, Goring-By-Sea, WS, Regno Unito
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Hardback. Condizione: Fine. Codice articolo GOR008448215
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Financial Calculus: An Introduction to Derivative Pricing
Editore:
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
Antico o usato
Rilegato
Da: World of Books Inc, Montgomery, IL, U.S.A.
Valutazione del venditore 4 su 5 stelle
Hardback. Condizione: 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. Codice articolo CIN0521552893G
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Foto dell'editore
Financial Calculus: An Introduction to Derivative Pricing
Editore:
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
Antico o usato
Rilegato
Da: World of Books Inc, Montgomery, IL, U.S.A.
Valutazione del venditore 4 su 5 stelle
Hardback. Condizione: Fair. 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 articolo CIN0521552893A
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Foto dell'editore
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. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. Codice articolo 5247889-6
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