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Financial Calculus : An Introduction to Derivative Pricing By Martin Baxter, Andrew Rennie [Reup]
Posted on 2010-12-09
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More Martin Baxter, Andrew Rennie, «Financial Calculus : An Introduction to Derivative Pricing» Here is the first rigorous and accessible account of the mathematics behind the pricing, construction, and hedging of derivative securities. With mathematical precision and in a style tailored for market practioners, the authors describe key concepts such as martingales, change of measure, and the Heath-Jarrow-Morton model. Starting from discrete-time hedging on binary trees, the authors develop continuous-time stock models (including the Black-Scholes method). They stress practicalities including examples from stock, currency and interest rate markets, all accompanied by graphical illustrations with realistic data. The authors provide a full glossary of probabilistic and financial terms. Note: Included two copies with different size | | | | Mirror Allowed
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 | Economics/Finances Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management (ReUp) Jean-Philippe Bouchaud, Marc Potters, "Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management" Cambridge University Press 2004 | ISBN-10: 0521819164 | 400 Pages | PDF | 35,2 MB Summarizing market data ... |
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