Financial calculus : an introduction to derivative pricing

By:

Baxter, Martin,; Rennie, Andrew

Material type: Text

TextPublication details: United Kingdom Cambridge University Press 2014Description: ix,233p. 24 cm;Hardback; illustrations ; Includes indexISBN:

978-0521552899

Subject(s):

Business mathematics Finance Interest rates Pricing

DDC classification:

332.63221 BAX

Contents:

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.

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

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Books	H.T. Parekh Library	GSB Collection	332.63221 BAX (Browse shelf(Opens below))	Available		B2696

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Previous	332.6322 HOU Wall streets buried treasure: the low priced value investing approach to finding great stocks	332.6322 JOB Handbook of technical analysis: A comprehensive guide to analytical methods trading systems and technical indicators	332.63220973 SHI Irrational exuberance	332.63221 BAX Financial calculus : an introduction to derivative pricing	332.63221 MAR Applied math for derivatives: a non-quant guide to the valuation and modelling of financial derivatives	332.63221 MAR Applied math for derivatives: a non-quant guide to the valuation and modelling of financial derivatives	332.63222 ALE Market models: a guide to financial data analysis	Next

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.

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