Financial Calculus: An Introduction to Derivative Pricing

Here is a rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. 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.

• | Author: Andrew Rennie, Martin Baxter
• | Publisher: Cambridge University Press
• | Publication Date: Sep 19, 1996
• | Number of Pages:
• | Language:
• | Binding: Hardback
• | ISBN-13: 9780521552899
• | ISBN-10: 0521552893