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.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Baxter, Martin, 1968-
Otros Autores: Rennie, Andrew, 1968-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge ; New York, NY : Cambridge University Press, 1996.
Temas:
Derivative securities > Prices > Mathematics.
Instruments dérivés (Finances) > Prix > Mathématiques.
BUSINESS & ECONOMICS > Investments & Securities > Stocks.
Arbitrage-Pricing-Theorie
Derivat > Wertpapier
Finanzmathematik
Hedging
Optiehandel.
Prijsvorming.
Kwantitatieve methoden.
Investimentos.
Calcul différentiel.
Calcul économique.
Mathématiques financières.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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.

Ejemplares similares