又名: Financial Calculus : An Introduction to Derivative Pricing
作者: Martin Baxter / Andrew Rennie
作者: Martin Baxter / Andrew Rennie
副标题: An Introduction to Derivative Pricing
ISBN: 9780521552899
页数: 233
定价: USD 65.00
出版社: Cambridge University Press
装帧: Hardcover
出版年: 1996-09-19
ISBN: 9780521552899
页数: 233
定价: USD 65.00
出版社: Cambridge University Press
装帧: Hardcover
出版年: 1996-09-19
简介 · · · · · ·
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, t... (展开全部)
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