num_pages: 233
description: The first rigorous and accessible account of the mathematics behind the pricing, construction, and hedging of derivative securities, this book explains, with mathematical precision and in a style tailored for market practitioners, such key concepts as martingales, change of measure, and the Heath-Jarrow-Morton model. A full Glossary of probabilistic and financial terms is provided along with graphical illustrations with realistic data.
language: English
title: Financial Calculus: An Introduction to Derivative Pricing
titlecomplete: Financial Calculus: An Introduction to Derivative Pricing
genres: Reference, Economics, Mathematics, Finance, Textbooks, Nonfiction
ratings_count: 68
publisher: Cambridge University Press