MARC details
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008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9780511806636 |
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
Classification number |
332.63221 |
Item number |
B335F |
100 ## - MAIN ENTRY--PERSONAL NAME |
Personal name |
Baxter, M. |
Relator term |
Author |
Language of a work |
English |
9 (RLIN) |
1928 |
245 #0 - TITLE STATEMENT |
Title |
Financial Calculus |
Remainder of title |
: An Introduction to Derivative Pricing |
Statement of responsibility, etc. |
/ by M. Baxter and A. Rennie. |
Medium |
[Electronic Resource] |
260 ## - PUBLICATION, DISTRIBUTION, ETC. |
Place of publication, distribution, etc. |
Cambridge |
Name of publisher, distributor, etc. |
: Cambridge University Press, |
Date of publication, distribution, etc. |
1996 |
300 ## - PHYSICAL DESCRIPTION |
Extent |
x, 233p. |
520 ## - SUMMARY, ETC. |
Summary, etc. |
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 financial terms is provided. This unique book will be an essential purchase for market practitioners, quantitative analysts, and derivatives traders. |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Economics |
9 (RLIN) |
15748 |
|
Topical term or geographic name entry element |
Finance And Accountancy |
9 (RLIN) |
15749 |
|
Topical term or geographic name entry element |
Financial Calculus |
9 (RLIN) |
15750 |
|
Topical term or geographic name entry element |
Mathematical Finance |
9 (RLIN) |
15751 |
700 ## - ADDED ENTRY--PERSONAL NAME |
Personal name |
Rennie, A. |
Relationship information |
[Author] |
9 (RLIN) |
1933 |
856 ## - ELECTRONIC LOCATION AND ACCESS |
Uniform Resource Identifier |
<a href="https://doi.org/10.1017/CBO9780511806636">https://doi.org/10.1017/CBO9780511806636</a> |
Electronic format type |
PDF |
Link text |
Click to Access the Online Book |
942 ## - ADDED ENTRY ELEMENTS (KOHA) |
Koha item type |
e-Book |
Suppress in OPAC |
|