Mendeley出力
＜図書＞
Financial calculus : an introduction to derivative pricing
| 責任表示 | Martin Baxter, Andrew Rennie |
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| データ種別 | 図書 |
| 出版情報 | Cambridge : Cambridge University Press , 1996 |
| 本文言語 | 英語 |
| 大きさ | ix, 233 p. : ill. ; 24 cm |
| 概要 | Here is the first rigorous and accessible account of the mathematics behind the pricing, construction, and hedging of derivative securities. With mathematical precision and in a style tailored for mar...et practioners, the authors describe key concepts such as martingales, change of measure, and the Heath-Jarrow-Morton model. Starting from discrete-time hedging on binary trees, the authors develop continuous-time stock models (including the Black-Scholes method). They stress practicalities including examples from stock, currency and interest rate markets, all accompanied by graphical illustrations with realistic data. The authors provide a full glossary of probabilistic and financial terms.続きを見る |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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理系図3F 数理独自 | BAXT/5/1 | 1999 |
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023211999002226 |
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書誌詳細
| 一般注記 | Includes index |
|---|---|
| 著者標目 | *Baxter, Martin, 1968- Rennie, Andrew, 1968- |
| 件 名 | LCSH:Derivative securities -- Prices -- Mathematics 全ての件名で検索 |
| 分 類 | NDC9:338.1 LCC:HG6024.A3 DC20:332.63/221 |
| 書誌ID | 1001401486 |
| ISBN | 9780521552899 |
| NCID | BA28446917 |
| 巻冊次 | ISBN:9780521552899 ; XISBN:0521552893 |
| 登録日 | 2009.11.02 |
| 更新日 | 2009.11.02 |