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Financial Calculus: An Introduction to Derivative Pricing Hardcover – 19 Sep 1996

ISBN-13: 978-0521552899 ISBN-10: 9780521552899 Edition: 1st

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Product details

  • Hardcover: 244 pages
  • Publisher: Cambridge University Press; 1 edition (19 September 1996)
  • Language: English
  • ISBN-10: 9780521552899
  • ISBN-13: 978-0521552899
  • ASIN: 0521552893
  • Product Dimensions: 16.4 x 1.8 x 23.9 cm
  • Boxed-product Weight: 567 g
  • Average Customer Review: Be the first to review this item
  • Amazon Bestsellers Rank: 125,752 in Books (See Top 100 in Books)

Product description

Review

'… a very readable and useful introduction to the pricing of derivatives … A recommendable book.' Wil Schilders, ITW Nieuws

'… the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities.' L'Enseignement Mathématique

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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Amazon.com: 4.0 out of 5 stars 27 reviews
Paul Bonyak
5.0 out of 5 starsFirst rate guide to financial calculus!
30 January 2016 - Published on Amazon.com
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3 people found this helpful
Marc
4.0 out of 5 starsGood intro to the math and pricing models
6 February 2012 - Published on Amazon.com
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2 people found this helpful
W. James D. Easton
5.0 out of 5 starsSuperb Introduction
26 December 2000 - Published on Amazon.com
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Amazon Customer
5.0 out of 5 starsExcellent introduction
7 November 2007 - Published on Amazon.com
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5 people found this helpful
R Frey
4.0 out of 5 starsCompact, accessible yet rigorous introduction.
6 December 2004 - Published on Amazon.com
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3 people found this helpful