Financial Calculus: An Introduction to Derivative Pricing

by Martin Baxter, Andrew Rennie, Rennie Andrew

Book Overview

Here is the first rigorous and accessible account of the mathematics behind the pricing, construction, and hedging of derivative securities. With mathematical precision and in a style tailored for... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 0521552893
• ISBN13: 9780521552899
• Release Date: September 1996
• Publisher: Cambridge University Press
• Length: 244 Pages
• Weight: 1.10 lbs.
• Dimensions: 0.7" x 6.5" x 9.4"