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Financial calculus : an introduction to derivative pricing /
Financial Calculus provides a rigorous and accessible account o the mathematics behind the pricing, construction and hedging of derivative securities.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge ; New York, NY :
Cambridge University Press,
1996.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Baxter, Martin, |d 1968- | |
| 245 | 1 | 0 | |a Financial calculus : |b an introduction to derivative pricing / |c Martin Baxter, Andrew Rennie. |
| 260 | |a Cambridge ; |a New York, NY : |b Cambridge University Press, |c 1996. | ||
| 300 | |a 1 online resource (ix, 233 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 500 | |a Includes index. | ||
| 520 | |a Financial Calculus provides a rigorous and accessible account o the mathematics behind the pricing, construction and hedging of derivative securities. | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a The parable of the bookmaker -- Ch. 1. Introduction -- Ch. 2. Discrete processes -- Ch. 3. Continuous processes -- Ch. 4. Pricing market securities -- Ch. 5. Interest rates -- Ch. 6. Bigger models. | |
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Derivative securities |x Prices |x Mathematics. | |
| 650 | 6 | |a Instruments dérivés (Finances) |x Prix |x Mathématiques. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Investments & Securities |x Stocks. |2 bisacsh | |
| 650 | 7 | |a Arbitrage-Pricing-Theorie |2 gnd | |
| 650 | 7 | |a Derivat |g Wertpapier |2 gnd | |
| 650 | 7 | |a Finanzmathematik |2 gnd | |
| 650 | 7 | |a Hedging |2 gnd | |
| 650 | 1 | 7 | |a Optiehandel. |2 gtt |
| 650 | 1 | 7 | |a Prijsvorming. |2 gtt |
| 650 | 1 | 7 | |a Kwantitatieve methoden. |2 gtt |
| 650 | 7 | |a Investimentos. |2 larpcal | |
| 650 | 7 | |a Calcul différentiel. |2 ram | |
| 650 | 7 | |a Calcul économique. |2 ram | |
| 650 | 7 | |a Mathématiques financières. |2 ram | |
| 700 | 1 | |a Rennie, Andrew, |d 1968- | |
| 776 | 0 | 8 | |i Print version: |a Baxter, Martin, 1968- |t Financial calculus. |d Cambridge ; New York, NY : Cambridge University Press, 1996 |z 0521552893 |w (DLC) 96009219 |w (OCoLC)34875874 |
| 856 | 4 | 0 | |u https://ebsco.uam.elogim.com/login.aspx?direct=true&scope=site&db=nlebk&AN=510976 |z Texto completo |
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