Financial calculus an introduction to derivative pricing / Martin Baxter, Andrew Rennie.

By:

Baxter, Martin, 1968- [Author]

Contributor(s):

Rennie, Andrew, 1968-

Material type: Text

text

Media type:

computer

Carrier type:

online resource

ISBN:

9781139648783

Subject(s):

Derivative securities -- Prices -- Mathematics

Genre/Form:

Electronic Books.

LOC classification:

HG6024 .F563 1996

Online resources:

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Available additional physical forms:

Subject: Financial Calculus provides a rigorous and accessible account o the mathematics behind the pricing, construction and hedging of derivative securities.

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Holdings
Item type	Current library	Collection	Call number	URL	Status	Date due	Barcode
Online Book (LOGIN USING YOUR MY CIU LOGIN AND PASSWORD)	G. Allen Fleece Library ONLINE	Non-fiction	HG6024.3 (Browse shelf(Opens below))	Link to resource	Available		ocn855022989

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Previous	HG5892 Samurai in the surf the arrival of the Japanese on the Gold Coast in the 1980s /	HG6015 Capital and time : for a new critique of neoliberal reason /	HG6015 The time of money /Lisa Adkins.	HG6024.3 Financial calculus an introduction to derivative pricing /	HG6024.3 Option pricing in incomplete markets modeling based on geometric Lévy processes and minimal entropy martingale measures /	HG6024.6 The devil's derivatives : the untold story of the slick traders and hapless regulators who almost blew up Wall Street--and are ready to do it again /	HG7931 Planning to save : Something big /	Next

Includes bibliographies and index.

Financial Calculus provides a rigorous and accessible account o the mathematics behind the pricing, construction and hedging of derivative securities.

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