Financial Calculus: An Introduction To Derivative Pricing

Here is a 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.

• | By (Author): Martin (University of Cambridge) Baxter
• | Series:
• | Publisher: Cambridge University Press
• | Publication Date: Sep 19, 1996
• | Country of Publication: United Kingdom
• | Number of Pages: 244 pages
• | Language: Not available
• | Binding: Hardback
• | ISBN-10: 0007233485
• | ISBN-13: 9780521552899