Baxter, Martin, 1968-

Financial calculus : an introduction to derivative pricing / Martin Baxter, Andrew Rennie. - Cambridge : Cambridge University Press, 1996. - ix, 233 p. : ill. ; 24 cm.

Includes bibliography and index.

0521552893


Options (Finance)--Mathematical models.
Options (Finance)--Prices--Mathematical models.
Derivative securities--Mathematical models.
Hedging (Finance)--Mathematical models.

HG6024.A3