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Financial Calculus: An Introduction to Derivative Pricing by Andrew Rennie,...
£67.94
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New
A new, unread, unused book in perfect condition with no missing or damaged pages. See the seller's listing for full details.
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Located in: EASTBOURNE, United Kingdom
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eBay item number:354851904994
Item specifics
- Condition
- ISBN
- 9780521552899
- Publication Year
- 1996
- Type
- Textbook
- Format
- Hardcover
- Language
- English
- Publication Name
- Financial Calculus: an Introduction to Derivative Pricing
- Item Height
- 239 mm
- Publisher
- Cambridge University Press
- Subject
- Finance, Mathematics
- Item Weight
- 565 g
- Item Width
- 164 mm
- Number of Pages
- 244 Pages
About this product
Product Information
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.
Product Identifiers
Publisher
Cambridge University Press
ISBN-13
9780521552899
eBay Product ID (ePID)
86605090
Product Key Features
Number of Pages
244 Pages
Publication Name
Financial Calculus: an Introduction to Derivative Pricing
Language
English
Subject
Finance, Mathematics
Publication Year
1996
Type
Textbook
Format
Hardcover
Dimensions
Item Height
239 mm
Item Weight
565 g
Item Width
164 mm
Additional Product Features
Country/Region of Manufacture
United Kingdom
Item description from the seller
Seller business information
VAT number: GB 970516124
I provide invoices with VAT separately displayed.
CRN: 06862611
Seller Feedback (1,775,440)
- m***c (1102)- Feedback left by buyer.Past 6 monthsVerified purchaseThe book on cylinder heads was as described in the listing and supplied new at a very competitive price. Another excellent purchase from Speedyhen. The book was promptly dispatched and was very well packed. Communication from the seller was excellent. I would buy from this seller again with confidence. In my opinion, has to be a five-star seller. ⭐⭐⭐⭐⭐David Vizard's How to Port & Flow Test Cylinder Heads by David Vizard... (#364317545962)
- r***e (2760)- Feedback left by buyer.Past monthVerified purchaseThis book arrived in much better than "good" condition as described in the listing: I'd say "new and unread"! Excellent value, postage included in the price. Professionally packaged in recyclable cardboard and brown paper, very promptly dispatched and delivered via Royal Mail Tracked: 2 days purchase-to-delivery, so thanks for using Royal Mail ~ I always recommend them. Am very pleased with my purchase and happy to recommend this seller. Buy with confidence! Many thanks and best wishes, CJ.
- o***r (66)- Feedback left by buyer.Past 6 monthsVerified purchaseArrived today in perfect condition, still sealed and brand new, good value for the money, excellent ebayer, would use them again, described perfectly and very good communication with the seller.Nissan Qashqai Petrol & Diesel (Feb '14-'20) 63 to 69 by Peter Gill... (#394682185765)
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Seller Feedback (1,775,440)
- m***c (1102)- Feedback left by buyer.Past 6 monthsVerified purchaseThe book on cylinder heads was as described in the listing and supplied new at a very competitive price. Another excellent purchase from Speedyhen. The book was promptly dispatched and was very well packed. Communication from the seller was excellent. I would buy from this seller again with confidence. In my opinion, has to be a five-star seller. ⭐⭐⭐⭐⭐David Vizard's How to Port & Flow Test Cylinder Heads by David Vizard... (#364317545962)
- r***e (2760)- Feedback left by buyer.Past monthVerified purchaseThis book arrived in much better than "good" condition as described in the listing: I'd say "new and unread"! Excellent value, postage included in the price. Professionally packaged in recyclable cardboard and brown paper, very promptly dispatched and delivered via Royal Mail Tracked: 2 days purchase-to-delivery, so thanks for using Royal Mail ~ I always recommend them. Am very pleased with my purchase and happy to recommend this seller. Buy with confidence! Many thanks and best wishes, CJ.
- o***r (66)- Feedback left by buyer.Past 6 monthsVerified purchaseArrived today in perfect condition, still sealed and brand new, good value for the money, excellent ebayer, would use them again, described perfectly and very good communication with the seller.Nissan Qashqai Petrol & Diesel (Feb '14-'20) 63 to 69 by Peter Gill... (#394682185765)