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Financial calculus : an introduction to derivative pricing /

by Baxter, Martin
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Authors: Rennie, Andrew Published by : Cambridge University Press, (Cambridge : ) Physical details: IX, 233 p. ; 24 cm. Year : 1996
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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.

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