Financial Calculus: An Introduction to Derivative Pricing Martin Baxter/ Andrew

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Seller: roxy*books (333,751) 98.1%, Location: Priority Airmail from England, Ships to: Worldwide, Item: 233034209112 Title: Financial Calculus: An Introduction to Derivative Pricing Author: Martin Baxter/ Andrew Rennie Publisher:Cambridge Univ Pr Publication Date:Sep-19-1996 Pages:233 Binding:Hardcover Edition:first edition, later impression Dimensions (inches):6.50 (W) x 9.50 (H) x 0.50 (D) ISBN:0521552893 Subject:Mathematics / Calculus Description: Here is the first rigorous and accessible account of the mathematics behind the pricing, construction, and hedging of derivative securities. With mathematical precision and in a style tailored for market practioners, the authors describe key concepts such as martingales, change of measure, and the Heath-Jarrow-Morton model. Starting from discrete-time hedging on binary trees, the authors develop continuous-time stock models (including the Black-Scholes method). They stress practicalities including examples from stock, currency and interest rate markets, all accompanied by graphical illustrations with realistic data. The authors provide a full glossary of probabilistic and financial terms. -- Cambridge Univ Pr Modern introduction to mathematics of pricing, construction and hedging of derivative securities. -- Cambridge Univ Pr Brand new Hardcover. All orders get full access to our online order status tracking service, allowing you to view realtime order progress. Please note that first editions are rarely first printings. We do not have product details beyond that contained within this listing. Customers within Australia: Shipping flat rate AU$7.50 to any address, regardless of weight, with additional units charged at weight-based cost. Your package will be securely handled & posted from England via Priority Airmail, which is air freighted to your closest Australia Post distribution center (Sydney, Melbourne, Brisbane, or Perth), from where they are delivered to your address by Australia Post. Due to our listings requiring immediate PayPal payment, we cannot combine postage costs across different items. International customers outside Australia: Listing currency is Australian Dollars (AUD), shipping flat rate AU$10.00 (approximately US$7.50). Orders to international addresses are dispatched from the United Kingdom. Delivery time: New Zealand, USA, Canada, Japan (all 7-14 days), all other Rest of World 10-28 days by Priority Airmail. New Zealand orders are split to Auckland and delivered by NZPost. Condition: Brand new, Format: Hardcover, Language: English

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