Financial Calculus Financial Calculus
An introduction to derivative pricing
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These pages contain information about Financial Calculus: an introduction to derivative pricing. This book has been written by Martin Baxter and Andrew Rennie, and is published by Cambridge University Press.

The graphs show a UK stock index and an exponential Brownian motion. But which is which ?

Since its publication in 1996, Financial Calculus has become one of the top-selling books on derivative pricing, selling 35,000 copies to date, putting it in the top 1% of all books (by Amazon sales).

Pages available are:

Publication information is kept up to date here (Japanese edition, companion volume, Hungarian edition, and Chinese edition)

Book reviews - (THES; RISK magazine; BAJ) can be viewed.

Publicity - (press cuttings; CUP displays; meet the authors) is here.

There is information about the authors.

The blurb, contents pages and the preface are available

You can see the cover full size (118k) or half size (32k). Also cover trivia (text)

Corrigenda et errata (including eight pages of new text)

You can also go to Cambridge University Press' home page.

Financial Calculus is published in the US for $103 list price, in Britain for £57.00, in Japan (out of print), in Hungarian, and in Chinese.
The ISBN is 978-0521552899.

Last update to these pages on 2 December 2016