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Financial calculus : an introduction to derivative pricing

Baxter, Martin,; Rennie, Andrew.

Financial calculus : an introduction to derivative pricing - United Kingdom Cambridge University Press 2014 - ix,233p. 24 cm;Hardback; illustrations ; Includes index.

Book well /1375/Rs.5699.05/-

The parable of the bookmaker --
Ch. 1. Introduction --
Ch. 2. Discrete processes --
Ch. 3. Continuous processes --
Ch. 4. Pricing market securities --
Ch. 5. Interest rates --
Ch. 6. Bigger models.

Financial Calculus provides a rigorous and accessible account o the mathematics behind the pricing, construction and hedging of derivative securities.

ISBN: 978-0521552899

Subjects--Topical Terms:
Business mathematics
Finance
Interest rates
Pricing

Dewey Class. No.: 332.63221 BAX

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