Publisher: Cambridge University Press
Language: English
ISBN: 0521552893
Paperback: 233 pages
Data: Sep 1996
Format: DJVU
Description: 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 market 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.
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Dreams and Realities by Rosa MULHOLLAND
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This is a volume of poetry by Rosa Muholland. The poetry in this volume is
varied, some read like fairy tales, some have a slightly sinister aspect.
All ...
7 years ago
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