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Financial Calculus: An Introduction To Derivative Pricing

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64 views

Financial Calculus: An Introduction To Derivative Pricing

Frontmatter

Uploaded by

lupus359
Copyright
© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
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Financial calculus

An introduction to derivative pricing

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Financial calculus
An introduction to derivative pricing

Martin Baxter
Nomura International London

Andrew Rennie
Head of Debt Analytics, Merrill Lynch, Europe

. . .~! CAMBRIDGE
~~~ UNIVERSITY PRESS

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CAMBRIDGE UNIVERSITY PRESS

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Delhi, Mexico City

CambridgeUniversity Press
The Edinburgh Building, Cambridge CB2 8RU,UK

Published in the United States of America by CambridgeUniversity Press, New York

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Information on this title: www.cambridge.org/9780521552899

© M.W Baxter and A.J.O. Rennie 1996

This publication is in copyright. Subject to statutory exception


and to the provisions of relevant collective licensing agreements,
no reproduction of any part may take place without
the written permission of Cambridge University Press.

First published 1996


Reprinted with corrections 1997
20th printing 2012

Printed in the United Kingdom at theUniversity Press, Cambridge

A catalogue record for this publication is available from the British Library

ISBN 978-0-521-55289-9 hardback

Cambridge University Press has no responsibility for the persistence or accuracy


ofURLs for external or third party intenet websites referred to in this publication,
and do5 not guarantee that any content on such websites is, or will remain,
accurate or appropriate. Information regarding prices, travel timetables and other
factual information given in this work are correct at the time of first printing but
CambridgeUniversity Press does not guarantee the accuracy of such
information thereafter

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