{
"item_title" : "Financial Calculus",
"item_author" : [" Martin Baxter", "Andrew Rennie "],
"item_description" : "The first rigorous and accessible account of the mathematics behind the pricing, construction, and hedging of derivative securities, this book explains, with mathematical precision and in a style tailored for market practitioners, such key concepts as martingales, change of measure, and the Heath-Jarrow-Morton model. A full Glossary of probabilistic and financial terms is provided along with graphical illustrations with realistic data.",
"item_img_path" : "https://covers4.booksamillion.com/covers/bam/0/52/155/289/0521552893_b.jpg",
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Overview
The first rigorous and accessible account of the mathematics behind the pricing, construction, and hedging of derivative securities, this book explains, with mathematical precision and in a style tailored for market practitioners, such key concepts as martingales, change of measure, and the Heath-Jarrow-Morton model. A full Glossary of probabilistic and financial terms is provided along with graphical illustrations with realistic data.
This item is Non-Returnable
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Details
- ISBN-13: 9780521552899
- ISBN-10: 0521552893
- Publisher: Cambridge University Press
- Publish Date: September 1996
- Dimensions: 9.4 x 6.46 x 0.72 inches
- Shipping Weight: 1.27 pounds
- Page Count: 244
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