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

By:

Baxter, Martin

Contributor(s):

Rennie, Andrew [auth.]

Material type: Text

TextLanguage: English Publication details: Cambridge ; New York, NY : Cambridge University Press, 1996.Description: ix, 233 p. : ill. ; H.B. 24 cmISBN:

9780521552899

Subject(s):

Derivative securities

DDC classification:

R 332.63221 BAX(FIN)

Online resources:

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings
Item type	Current library	Collection	Call number	Vol info	Copy number	Status	Barcode
REFERENCE STATISTICS	St. Xavier's University, Kolkata Reference Section	Reference	R 332.63221 BAX(FIN) (Browse shelf(Opens below))	S.X.U.K	10544	Not For Loan	US10544
STATISTICS	St. Xavier's University, Kolkata Lending Section		332.63221 BAX(FIN) (Browse shelf(Opens below))	S.X.U.K	10545	Available	S10545

Total holds: 0

Includes index.
Table of Contents
The parable of the bookmaker
1. Introduction
2. Discrete processes
3. Continuous processes
4. Pricing market securities
5. Interest rates
6. Bigger models
Appendix 1. Further reading
Appendix 2. Notation
Appendix 3. Answers to exercises
Appendix 4. Glossary of technical terms
Index.

There are no comments on this title.

to post a comment.