£58.74

Cambridge University Press Cambridge Financial Calculus - Derivative Pricing Textbook

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£71.59 £53.34 £57.32 £61.30 £65.29 £69.27 £73.25 25 April 2026 17 May 2026 09 June 2026 01 July 2026 24 July 2026

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15 days 15 days · current 1 day 26 days 34 days 0 9 17 26 34 £55-58 £58-62 £62-65 £65-68 £68-72 Days at Price

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Most common range: £68-72 (34 days, 37.4%)

Price range: £55 - £72

Price levels: 5 price ranges over 91 days

Description

Master the mathematical foundations of modern finance with this rigorous text from Cambridge University Press. As financial markets face increasing complexity, understanding the mathematics behind investment decisions becomes essential. This book provides a clear and accessible account of how derivative securities are priced, constructed, and hedged. Designed for those looking to apply mathematical skills to the world of finance, the text covers the fundamental mechanics of the industry. It moves from basic concepts to advanced modeling, helping readers navigate the risks and rewards of the modern market. Whether you are studying applied mathematics or preparing for a career in quantitative finance, this resource offers the technical depth required to understand complex financial instruments. By focusing on the mathematical logic used by professionals to make well-judged investment decisions, this book serves as a foundational guide for anyone serious about derivative pricing and risk management.

Key Features

Provides a rigorous and accessible mathematical account of the pricing, construction, and hedging of derivative securities.

Covers essential mathematical concepts including martingales and change of measure for financial modeling.

Includes detailed descriptions of the Heath-Jarrow-Morton model to assist in understanding complex market dynamics.

Offers a technical foundation for using mathematical skills to make well-judged investment decisions in modern markets.

Published by Cambridge University Press to ensure high academic and professional standards in applied mathematics.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
19 September 1996
Listed Since
23 December 2006

Barcode

No barcode data available

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