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Financial Calculus: An Introduction to Derivative Pricing
- Item No : 286565867522
- Condition : Brand New
- Brand : No brand Info
- Seller : brenhambookcompany
- Current Bid : US $97.44
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* Item 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.
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