The rewards and dangers of speculating in the modern financial markets have come to the fore in recent times with the collapse of banks and bankruptcies of public corporations as a direct result of ill-judged investment. At the same time, individuals are paid huge sums to use their mathematical skills to make well-judged investment decisions. Here now is the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. Key concepts such as martingales, change ...
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The rewards and dangers of speculating in the modern financial markets have come to the fore in recent times with the collapse of banks and bankruptcies of public corporations as a direct result of ill-judged investment. At the same time, individuals are paid huge sums to use their mathematical skills to make well-judged investment decisions. Here now is the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. Key concepts such as martingales, change of measure, and the Heath-Jarrow-Morton model are described with mathematical precision in a style tailored for market practitioners. Starting from discrete-time hedging on binary trees, continuous-time stock models (including Black-Scholes) are developed. Practicalities are stressed, including examples from stock, currency and interest rate markets, all accompanied by graphical illustrations with realistic data. A full glossary of probabilistic and financial terms is provided. This unique book will be an essential purchase for market practitioners, quantitative analysts, and derivatives traders.
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Add this copy of Financial Calculus: an Introduction to Derivative to cart. $31.91, fair condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2007 by Cambridge University Press.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 600grams, ISBN: 9780521552899.
Add this copy of Financial Calculus: an Introduction to Derivative to cart. $40.16, good condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 1996 by Cambridge University Press.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In good all round condition. Dust jacket in good condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 650grams, ISBN: 9780521552899.
Add this copy of Financial Calculus to cart. $72.36, like new condition, Sold by GreatBookPricesUK5 rated 5.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 1996 by Cambridge University Press.
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Fine. Sewn binding. Cloth over boards. 244 p. Contains: Unspecified, Tables, Line drawings. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Financial Calculus to cart. $75.56, good condition, Sold by GreatBookPricesUK5 rated 5.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 1996 by Cambridge University Press.
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Good. Sewn binding. Cloth over boards. 244 p. Contains: Unspecified, Tables, Line drawings. May show signs of wear, highlighting, writing, and previous use. This item may be a former library book with typical markings. No guarantee on products that contain supplements Your satisfaction is 100% guaranteed. Twenty-five year bookseller with shipments to over fifty million happy customers.
Add this copy of Financial Calculus to cart. $88.68, new condition, Sold by GreatBookPricesUK5 rated 5.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 1996 by Cambridge University Press.
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New. Sewn binding. Cloth over boards. 244 p. Contains: Unspecified, Tables, Line drawings. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Financial Calculus to cart. $88.33, new condition, Sold by Ria Christie Books rated 4.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 1996 by Cambridge University Press.
Add this copy of Financial Calculus: an Introduction to Derivative to cart. $132.68, new condition, Sold by Kennys.ie rated 4.0 out of 5 stars, ships from Galway, IRELAND.
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New. 1996. 1st Edition. Hardcover. A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities. Num Pages: 244 pages, 41 b/w illus. 9 tables 23 exercises. BIC Classification: KFF; PBT. Category: (P) Professional & Vocational. Dimension: 241 x 159 x 17. Weight in Grams: 548. An Introduction to Derivative Pricing. 244 pages, 41 b/w illus. 9 tables 23 exercises. Modern introduction to mathematics of pricing, construction and hedging of derivative securities. Cateogry: (P) Professional & Vocational. BIC Classification: KFF; PBT. Dimension: 241 x 159 x 17. Weight: 560......We ship daily from our Bookshop.
Add this copy of Financial Calculus to cart. $122.56, new condition, Sold by Booksplease rated 3.0 out of 5 stars, ships from Southport, MERSEYSIDE, UNITED KINGDOM, published 1996 by Cambridge University Press.
