Financial Calculus: An Introduction to Derivative Pricing

Description

The first rigorous and accessible account of the mathematics behind the pricing, construction, and hedging of derivative securities, this book explains, with mathematical precision and in a style tailored for market practitioners, such key concepts as martingales, change of measure, and the Heath-Jarrow-Morton model. A full Glossary of probabilistic and financial terms is provided along with graphical illustrations with realistic data.

Product details

EAN/ISBN:: 9780521552899
Edition:: First Edition
Medium:: Bound edition
Number of pages:: 244
Publication date:: 1996-09-19
Publisher:: Cambridge University Press
Languages:: english

EAN/ISBN:: 9780521552899
Edition:: First Edition
Medium:: Bound edition
Number of pages:: 244
Publication date:: 1996-09-19
Publisher:: Cambridge University Press
Languages:: english

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