| 000 | 01146pam a2200241 a 4500 | ||
|---|---|---|---|
| 005 | 20240213122800.0 | ||
| 008 | 960528s1996 enka 001 0 eng | ||
| 010 | _a 96009219 | ||
| 020 |
_a9780521552899 _c7823.00 |
||
| 040 | _aS.X.U.K | ||
| 041 | _aEnglish | ||
| 082 | 0 | 0 | _aR 332.63221 BAX(FIN) |
| 100 | 1 | _aBaxter, Martin, | |
| 245 | 1 | 0 |
_aFinancial calculus : _ban introduction to derivative pricing / _cMartin Baxter, Andrew Rennie. |
| 260 |
_aCambridge ; _aNew York, NY : _bCambridge University Press, _c1996. |
||
| 300 |
_aix, 233 p. : _bill. ; H.B. _c24 cm. |
||
| 500 | _aIncludes 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. | ||
| 650 | 0 | _aDerivative securities | |
| 700 | 1 |
_aRennie, Andrew, _4auth. |
|
| 856 | 4 | 2 | _uhttp://www.loc.gov/catdir/description/cam027/96009219.html |
| 856 | 4 | 1 | _uhttp://www.loc.gov/catdir/toc/cam027/96009219.html |
| 942 | _cUS | ||
| 999 |
_c10571 _d10571 |
||