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# Financial Calculus

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
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Hardcover, 244 pages

Published
June 11th 2015
by Cambridge University Press
(first published September 19th 1996)

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