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Financial Calculus - Martin Baxter,Andrew Rennie

English
2015-06-11
€170.18 €243.12

-30% with code BOOKS

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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 illus ... Full description

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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.

More Information

Author Martin Baxter, Andrew Rennie
Publisher Cambridge University Press
Release year 2015
Cover type Hardcover
EAN 9780521552899
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€170.18 €243.12