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Könyv Financial Calculus Martin W. Baxter

Financial Calculus

Szerző: Martin W. Baxter, Andrew J. O. Rennie
Nyelv: Angol
Kötés: Kemény kötésű
Kiadó: Cambridge University Press
Elérhetőség: Beszállítói készleten
Küldés 10-18 napon belül
38 978 Ft
The rewards and dangers of speculating in the modern financial markets have come to the fore in rece...

Információk a könyvről

Szerző
Martin W. Baxter, Andrew J. O. Rennie
Nyelv
Angol
Kötés
Könyv - Kemény kötésű
Kiadva
1996
oldal
244
EAN
9780521552899
ISBN
0521552893
Enbook ID
04092812
Kiadó
Cambridge University Press
Súly
514
Méretek
159 x 241 x 17

Teljes leírás

The rewards and dangers of speculating in the modern financial markets have come to the fore in recent times with the collapse of banks and bankruptcies of public corporations as a direct result of ill-judged investment. At the same time, individuals are paid huge sums to use their mathematical skills to make well-judged investment decisions. Here now is the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. Key concepts such as martingales, change of measure, and the Heath-Jarrow-Morton model are described with mathematical precision in a style tailored for market practitioners. Starting from discrete-time hedging on binary trees, continuous-time stock models (including Black-Scholes) are developed. Practicalities are stressed, including examples from stock, currency and interest rate markets, all accompanied by graphical illustrations with realistic data. A full glossary of probabilistic and fi nancial terms is provided. This unique, modern and up-to-date book will be an essential purchase for market practitioners, quantitative analysts, and derivatives traders, whether existing or trainees, in investment banks in the major financial centres throughout the world.

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