 Hardcover: 244 pages
 Publisher: Cambridge University Press; 1 edition (19 September 1996)
 Language: English
 ISBN10: 9780521552899
 ISBN13: 9780521552899
 ASIN: 0521552893
 Product Dimensions: 16.4 x 1.8 x 23.9 cm
 Boxedproduct Weight: 567 g
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Financial Calculus: An Introduction to Derivative Pricing Hardcover – 19 Sep 1996
ISBN13: 9780521552899
ISBN10: 9780521552899
Edition: 1^{st}
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'â€¦ a very readable and useful introduction to the pricing of derivatives â€¦ A recommendable book.' Wil Schilders, ITW Nieuws
'â€¦ the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities.' L'Enseignement MathÃ©matique
'â€¦ the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities.' L'Enseignement MathÃ©matique
Book Description
Here is a rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. 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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