Financial calculus : an introduction to derivative pricing / ; By Baxter, Martin

Format: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.
Copyright:1996
ISBN:0521552893
LCCN:HG6024.A3B39
Publisher:Cambridge : Cambridge University Press,
Physical Details: IX, 233 p. ; 24 cm.
Record No.:12143
Type/Format Call Number Location Due Date Last Seen Barcode
Books HG6024.A3B39 Istituto di Ingegneria Biomedica 2010-04-13 LADSEB5467