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Financial calculus : an introduction to derivative pricing

Modern introduction to mathematics of pricing, construction and hedging of derivative securities.

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  • "衍生产品定价引论"
  • "Introduction to derivative pricing"
  • "Yan sheng chan pin ding jia yin lun"

http://schema.org/description

  • "Modern introduction to mathematics of pricing, construction and hedging of derivative securities."@en
  • "Financial Calculus provides a rigorous and accessible account o the mathematics behind the pricing, construction and hedging of derivative securities."
  • "Here is the first rigorous and accessible account of the mathematics behind the pricing, construction, and hedging of derivative securities. With mathematical precision and in a style tailored for market practioners, the authors describe key concepts such as martingales, change of measure, and the Heath-Jarrow-Morton model. Starting from discrete-time hedging on binary trees, the authors develop continuous-time stock models (including the Black-Scholes method). They stress practicalities including examples from stock, currency and interest rate markets, all accompanied by graphical illustrations with realistic data. The authors provide a full glossary of probabilistic and financial terms."@en

http://schema.org/genre

  • "Livres électroniques"
  • "Electronic books"@en
  • "Electronic books"

http://schema.org/name

  • "金融数学 : 衍生产品定价引论 = Financial calculus : an introduction to derivative pricing"
  • "Financial calculus : An introduction to derivate pricing"
  • "Financial calculus : an introduction to derivative pricing"@en
  • "Financial calculus : an introduction to derivative pricing"
  • "Financial calculus An introduction to derivative pricing"
  • "Financial calculus an introduction to derivative pricing"
  • "Financial Calculus An Introduction to Derivative Pricing"
  • "Financial Calculus an Introduction to Derivative Pricing"@en
  • "Jin rong shu xue : yan sheng chan pin ding jia yin lun = Financial calculus : an introduction to derivative pricing"
  • "Financial calculus : an introduction to derivate pricing"

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