Hostname: page-component-8448b6f56d-c4f8m Total loading time: 0 Render date: 2024-04-24T11:05:55.977Z Has data issue: false hasContentIssue false
  • English
  • Français

Financial Calculus. By M. Baxter and A. Rennie (Cambridge University Press, 1996) £24.95 - Options Futures and other Derivatives (Third Edition). By J. C. Hull (Prentice-Hall, 1967) £27.50 - Stochastic Calculus applied to Finance. By D. Lamberton and B. Lapeyre (Chapman & Hall, 1996) £30.00 - The Mathematics of Financial Derivatives. By P. Wilmott, S. Howison and J. Dewynne (Cambridge University Press, 1995) £14.99

Published online by Cambridge University Press:  10 June 2011

A.S. Macdonald
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Reviews
Information
British Actuarial Journal , Volume 3 , Issue 2 , 01 June 1997 , pp. 485 - 495
Copyright
Copyright © Institute and Faculty of Actuaries 1997

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

REFERENCES

Dothan, M.U. (1990). Prices in financial markets. Oxford University Press, New York & Oxford.Google Scholar
Duffie, D. (1996). Dynamic asset pricing (2nd edition). Princeton University Press.Google Scholar
Øksendal, B. (1995) Stochastic differential equations (4th edition). Springer-Verlag, Berlin & Heidelberg.CrossRefGoogle Scholar
Williams, D.W. (1991). Probability with martingales. Cambridge University Press.CrossRefGoogle Scholar