Financial Calculus PDF ePub eBook

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Financial Calculus free pdf The rewards and dangers of speculating in the modern financial markets have come to the fore in recent times with the collapse of banks and bankruptcies of public corporations as a direct result of ill-judged investment. At the same time, individuals are paid huge sums to use their mathematical skills to make well-judged investment decisions. Here now is the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. Key concepts such as martingales, change of measure, and the Heath-Jarrow-Morton model are described with mathematical precision in a style tailored for market practitioners. Starting from discrete-time hedging on binary trees, continuous-time stock models (including Black-Scholes) are developed. Practicalities are stressed, including examples from stock, currency and interest rate markets, all accompanied by graphical illustrations with realistic data. A full glossary of probabilistic and financial terms is provided. This unique, modern and up-to-date book will be an essential purchase for market practitioners, quantitative analysts, and derivatives traders, whether existing or trainees, in investment banks in the major financial centres throughout the world.

About Martin Baxter

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Details Book

Author : Martin Baxter
Publisher : Cambridge University Press (Virtual Publishing)
Data Published : 01 January 2014
ISBN : 0511806639
EAN : 9780511806636
Format Book : PDF, Epub, DOCx, TXT
Number of Pages : pages
Age + : 15 years
Language : English
Rating :

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