Financial Calculus: An Introduction to Derivative Pricing

ISBN: 9780521557665 出版年：1996 页码：245 Baxter Rennie Cambridge University Press

The parable of the bookmaker 1. Introduction 2. Discrete processes 3. Continuous processes 4. Pricing market securities 5. Interest rates 6. Bigger models Appendix 1. Further reading Appendix 2. Notation Appendix 3. Answers to exercises Appendix 4. Glossary of technical terms Index.