Financial calculus

An introduction to derivative pricing

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 Financial calculus
An introduction to derivative pricing

Martin Baxter
Nomura International London

Andrew Rennie
Head of Debt Analytics, Merrill Lynch, Europe

. . .~! CAMBRIDGE
~~~ UNIVERSITY PRESS

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 CAMBRIDGE UNIVERSITY PRESS

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© M.W Baxter and A.J.O. Rennie 1996

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First published 1996

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20th printing 2012

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