Financial Calculus: An Introduction to Derivative Pricing

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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.

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
Manufacturer:: Unknown

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

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