Financial Calculus

Andrew (Union Bank of Switzerland) Rennie, Martin (University of Cambridge) Baxter

Cambridge University Press, 1996

124,75 €On orderDelivery: 2-3 weeks

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.

ISBN-13
9780521552899
ISBN-10
0521552893
Publisher
Cambridge University Press
Year
1996
Publication date
1996-09-19
Pages
244
Dimensions
241x159x17
Weight
512