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Financial Calculus: An Introduction to Derivative Pricing

by Rennie, Andrew

$104.11

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Description

Here is the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. Key concepts are described with mathematical precision in a style tailored for market practitioners. Practicalities are stressed, including examples from stock, currency and interest rate markets, all accompanied by graphical illustrations. A full glossary of probabilistic and financial terms is provided.This up-to-date book will be 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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Product Details

  • Cambridge University Pres Brand
  • Sep 28, 1996 Pub Date:
  • 9780521552899 ISBN-13:
  • 0521552893 ISBN-10:
  • English Language
  • 9.4 in * 0.7 in * 6.5 in Dimensions:
  • 1 lb Weight: