Items related to Financial Calculus: An Introduction to Derivative Pricing
Synopsis
A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.
"synopsis" may belong to another edition of this title.
Review
'... a very readable and useful introduction to the pricing of derivatives ... A recommendable book.' Wil Schilders, ITW Nieuws
'... the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities.' L'Enseignement Mathématique
Book Description
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.
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Financial Calculus: An Introduction to Derivative Pricing
Published by
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
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Financial Calculus: An Introduction to Derivative Pricing
Published by
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
Used
Hardcover
Seller: Goodwill Books, Hillsboro, OR, U.S.A.
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Condition: acceptable. Fairly worn, but readable and intact. If applicable: Dust jacket, disc or access code may not be included. Seller Inventory # GICWV.0521552893.A
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Financial Calculus: An Introduction to Derivative Pricing
Published by
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
Used
Hardcover
Seller: World of Books (was SecondSale), Montgomery, IL, U.S.A.
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Hardback. Condition: Fair. The rewards and dangers of speculating in the modern financial markets have come to the fore in recent times with the collapse of banks and bankruptcies of public corporations as a direct result of ill-judged investment. At the same time, individuals are paid huge sums to use their mathematical skills to make well-judged investment decisions. Here now is the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. Key concepts such as martingales, change of measure, and the Heath-Jarrow-Morton model are described with mathematical precision in a style tailored for market practitioners. Starting from discrete-time hedging on binary trees, continuous-time stock models (including Black-Scholes) are developed. Practicalities are stressed, including examples from stock, currency and interest rate markets, all accompanied by graphical illustrations with realistic data. A full glossary of probabilistic and financial terms is provided. This unique book will be an essential purchase for market practitioners, quantitative analysts, and derivatives traders. Seller Inventory # 00104362881
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Financial Calculus: An Introduction to Derivative Pricing
Published by
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
Used
Hardcover
Seller: World of Books (was SecondSale), Montgomery, IL, U.S.A.
Seller rating 5 out of 5 stars
Hardback. Condition: Good. The rewards and dangers of speculating in the modern financial markets have come to the fore in recent times with the collapse of banks and bankruptcies of public corporations as a direct result of ill-judged investment. At the same time, individuals are paid huge sums to use their mathematical skills to make well-judged investment decisions. Here now is the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. Key concepts such as martingales, change of measure, and the Heath-Jarrow-Morton model are described with mathematical precision in a style tailored for market practitioners. Starting from discrete-time hedging on binary trees, continuous-time stock models (including Black-Scholes) are developed. Practicalities are stressed, including examples from stock, currency and interest rate markets, all accompanied by graphical illustrations with realistic data. A full glossary of probabilistic and financial terms is provided. This unique book will be an essential purchase for market practitioners, quantitative analysts, and derivatives traders. Seller Inventory # 00102372133
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Financial Calculus: An Introduction to Derivative Pricing
Published by
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
Used
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Financial Calculus: An Introduction to Derivative Pricing
Published by
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
Used
Hardcover
Seller: World of Books Inc, Montgomery, IL, U.S.A.
Seller rating 4 out of 5 stars
Hardback. Condition: Good. The rewards and dangers of speculating in the modern financial markets have come to the fore in recent times with the collapse of banks and bankruptcies of public corporations as a direct result of ill-judged investment. At the same time, individuals are paid huge sums to use their mathematical skills to make well-judged investment decisions. Here now is the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. Key concepts such as martingales, change of measure, and the Heath-Jarrow-Morton model are described with mathematical precision in a style tailored for market practitioners. Starting from discrete-time hedging on binary trees, continuous-time stock models (including Black-Scholes) are developed. Practicalities are stressed, including examples from stock, currency and interest rate markets, all accompanied by graphical illustrations with realistic data. A full glossary of probabilistic and financial terms is provided. This unique book will be an essential purchase for market practitioners, quantitative analysts, and derivatives traders. Seller Inventory # CIN0521552893G
Stock Image
Financial Calculus: An Introduction to Derivative Pricing
Published by
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
Used
Hardcover
Seller: World of Books Inc, Montgomery, IL, U.S.A.
Seller rating 4 out of 5 stars
Hardback. Condition: Fair. The rewards and dangers of speculating in the modern financial markets have come to the fore in recent times with the collapse of banks and bankruptcies of public corporations as a direct result of ill-judged investment. At the same time, individuals are paid huge sums to use their mathematical skills to make well-judged investment decisions. Here now is the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. Key concepts such as martingales, change of measure, and the Heath-Jarrow-Morton model are described with mathematical precision in a style tailored for market practitioners. Starting from discrete-time hedging on binary trees, continuous-time stock models (including Black-Scholes) are developed. Practicalities are stressed, including examples from stock, currency and interest rate markets, all accompanied by graphical illustrations with realistic data. A full glossary of probabilistic and financial terms is provided. This unique book will be an essential purchase for market practitioners, quantitative analysts, and derivatives traders. Seller Inventory # CIN0521552893A
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Financial Calculus : An Introduction to Derivative Pricing
Published by
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
Used
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Financial Calculus: An Introduction to Derivative Pricing
Published by
Cambridge University Press, 1996
ISBN 10: 0521552893
ISBN 13: 9780521552899
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Condition: Acceptable. Used - Acceptable. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library with wear and barcode page may have been removed. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. Seller Inventory # Z1-F-007-02641
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Financial Calculus. An Introduction to Derivative Pricing
Published by
Cambridge University Press, 1997
ISBN 10: 0521552893
ISBN 13: 9780521552899
Used
Hardcover
Seller: Zubal-Books, Since 1961, Cleveland, OH, U.S.A.
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Condition: Very Good. ix, 233 pp., Hardcover, previous owner's name to the front free endpaper else very good in a worn dust jacket. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. Seller Inventory # ZB1349355