Financial calculus : an introduction to derivative pricing /

Bibliographic Details
Main Author: Baxter, Martin, 1968-
Other Authors: Rennie, Andrew, 1968-
Format: Book
Language:Inglés
Published: Cambridge : Cambridge University Press, 1996.
Subjects:
Table of Contents:
  • 1. Introduction.
  • 2. Discrete processes.
  • 3. Continuous processes.
  • 4. Pricing market securities.
  • 5. Interest rates.
  • 6. Bigger models.
  • Appendices.