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Financial Calculus|Martin Baxter

Financial Calculus

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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

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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