Financial Calculus: An Introduction to Derivative Pricing

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9780521552899: Financial Calculus: An Introduction to Derivative Pricing

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.

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Review:

'… 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

From the Publisher:

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.

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1.

Baxter, Martin; Rennie, Andrew
Editorial: Cambridge University Press (1996)
ISBN 10: 0521552893 ISBN 13: 9780521552899
Nuevos Tapa dura Cantidad: 1
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Irish Booksellers
(Rumford, ME, Estados Unidos de America)
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Descripción Cambridge University Press, 1996. Hardcover. Estado de conservación: New. book. Nº de ref. de la librería 0521552893

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Baxter, Martin; Rennie, Andrew
Editorial: Cambridge University Press (1996)
ISBN 10: 0521552893 ISBN 13: 9780521552899
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Descripción Cambridge University Press, 1996. Hardcover. Estado de conservación: New. First Edition, Later Impression. Nº de ref. de la librería DADAX0521552893

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Baxter, Martin; Rennie, Andrew
Editorial: Cambridge University Press (1996)
ISBN 10: 0521552893 ISBN 13: 9780521552899
Nuevos Tapa dura Cantidad: 1
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Ergodebooks
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Descripción Cambridge University Press, 1996. Hardcover. Estado de conservación: New. Nº de ref. de la librería SONG0521552893

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Baxter, Martin; Rennie, Andrew
Editorial: Cambridge University Press (1996)
ISBN 10: 0521552893 ISBN 13: 9780521552899
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Book Deals
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Descripción Cambridge University Press, 1996. Estado de conservación: New. Brand New, Unread Copy in Perfect Condition. A+ Customer Service! Summary: The parable of the bookmaker; 1. Introduction; 2. Discrete processes; 3. Continuous processes; 4. Pricing market securities; 5. Interest rates; 6. Bigger models; Appendix 1. Further reading; Appendix 2. Notation; Appendix 3. Answers to exercises; Appendix 4. Glossary of technical terms; Index. Nº de ref. de la librería ABE_book_new_0521552893

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Baxter, Martin; Rennie, Andrew
Editorial: Cambridge University Press
ISBN 10: 0521552893 ISBN 13: 9780521552899
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Cloud 9 Books
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Descripción Cambridge University Press. Hardcover. Estado de conservación: New. 0521552893 New Condition. Nº de ref. de la librería NEW6.0278780

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Baxter, Martin; Rennie, Andrew
Editorial: Cambridge University Press 1996-09-19, Cambridge (1996)
ISBN 10: 0521552893 ISBN 13: 9780521552899
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Descripción Cambridge University Press 1996-09-19, Cambridge, 1996. hardback. Estado de conservación: New. Nº de ref. de la librería 9780521552899

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7.

Baxter, Martin; Rennie, Andrew
Editorial: Cambridge University Press
ISBN 10: 0521552893 ISBN 13: 9780521552899
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THE SAINT BOOKSTORE
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Descripción Cambridge University Press. Hardback. Estado de conservación: 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. Nº de ref. de la librería B9780521552899

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8.

Baxter, Martin; Rennie, Andrew
Editorial: CAMBRIDGE UNIVERSITY PRESS, United Kingdom (1996)
ISBN 10: 0521552893 ISBN 13: 9780521552899
Nuevos Tapa dura Cantidad: 10
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The Book Depository US
(London, Reino Unido)
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Descripción CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 1996. Hardback. Estado de conservación: 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. Nº de ref. de la librería AAZ9780521552899

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9.

Baxter, Martin; Rennie, Andrew
Editorial: CAMBRIDGE UNIVERSITY PRESS, United Kingdom (1996)
ISBN 10: 0521552893 ISBN 13: 9780521552899
Nuevos Tapa dura Cantidad: 10
Librería
The Book Depository
(London, Reino Unido)
Valoración
[?]

Descripción CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 1996. Hardback. Estado de conservación: 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. Nº de ref. de la librería AAZ9780521552899

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10.

Baxter, Martin; Rennie, Andrew
Editorial: Cambridge University Press 1996-09-19 (1996)
ISBN 10: 0521552893 ISBN 13: 9780521552899
Nuevos Cantidad: 5
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Chiron Media
(Wallingford, Reino Unido)
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Descripción Cambridge University Press 1996-09-19, 1996. Estado de conservación: 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. Nº de ref. de la librería NU-GRD-00357954

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