'… the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities.' L'Enseignement Mathématique
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|Print List Price:||£57.00|
Save £21.12 (37%)
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|Length: 254 pages||Enhanced Typesetting: Enabled||Page Flip: Enabled|
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As an Msc financial engineering student I underwent a fairly rigerous treatment of martingale pricing but at a pace which left little room to appreciate what was really going on. Read morePublished on 10 Mar. 2013 by HJM
To paraphrase another reviewer, you will understand why no arbitrage principle enforces a price, a so called risk-free measure, and why any other price which intuitively might... Read morePublished on 5 Dec. 2010 by Pooly