Financial Calculus by Andrew Rennie, Martin Baxter

Financial Calculus

Andrew Rennie, Martin Baxter

244 pages first pub 1996 (editions)

nonfiction mathematics reference informative slow-paced
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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 conce...

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