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Anglický jazyk
Financial Calculus
Autor: Martin Baxter
The first rigorous and accessible account of the mathematics behind the pricing, construction, and hedging of derivative securities, this book explains, with mathematical precision and in a style tailored for market practitioners, such key concepts as martingales,... Viac o knihe
Na objednávku, dodanie 2-4 týždne
60.90 €
bežná cena: 69.20 €
O knihe
The first rigorous and accessible account of the mathematics behind the pricing, construction, and hedging of derivative securities, this book explains, with mathematical precision and in a style tailored for market practitioners, such key concepts as martingales, change of measure, and the Heath-Jarrow-Morton model. A full Glossary of probabilistic and financial terms is provided along with graphical illustrations with realistic data.
- Vydavateľstvo: Cambridge University Press
- Rok vydania: 2015
- Formát: Hardback
- Rozmer: 235 x 157 mm
- Jazyk: Anglický jazyk
- ISBN: 9780521552899
