Financial Calculus Publicity
An introduction to derivative pricing
On this page: [press clipping]
[meet the authors]
You can also click here for published book reviews.
"Everyone should have one,"
says Cambridge University Press
of its latest title, a somewhat
intimidating tome exhaustively
exploring the murky world of
derivative securities. Martin
Baxter and Andrew Rennie,
authors of Financial Calculus,
claim the work is indispensable;
so much so that they have
posted one off to Singapore's
Changi jail marked for the
attention of Nick Leeson in the
hope he'll find the time to read
Financial Times, Wednesday 18 September 1996
A display window into the
Cambridge University Press bookshop at 1 Trinity Street, Cambridge.
Copies of Financial Calculus have been catching the eyes
of passing pedestrians and cyclists since publication.
window is next to the main entrance to the shop, and the reflection
of King's College Chapel opposite can be seen in the glass.
Meet the authors
Andrew Rennie now works at Merrill Lynch in London. In September 2006,
Andrew hosted an industry meeting on Credit Correlation Modelling After Base Correlation.
Whilst working at Nomura, Martin Baxter makes public appearances from time to time.
He has spoken at
The closing conference of the
Developments in Quantitative Finance programme at the
Isaac Newton Institute
in Cambridge on Thursday 7 July 2005. The title of the talk is "Correlation, Skew
and Target Redemption Inverse Floaters".
- The 3rd WBS Fixed Income Conference in Amsterdam, September 2006
- Merrill Lynch meeting on Credit Modelling, September 2006
- Risk Credit Europe summit, October 2006
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