Financial Calculus Duedate Financial Calculus
An introduction to derivative pricing
Publication Information

The book has been published under the title of Financial Calculus: an introduction to derivative pricing. The authors are Martin Baxter and Andrew Rennie. Information about the authors is available.

On this page: [About the book] [Availability] [Japanese edition] [Further printings] [Companion book] [Hungarian edition] [Chinese edition] [CUP team]

About the book

The book is published in Britain and around the world by Cambridge University Press and is now available in bookshops. Translations in Japanese, Hungarian and Chinese have also been printed.

It is about 240 pages long and includes many illustrations (58), examples, some exercises (23) and an index. A glossary of technical financial and probabilistic terms, and a guide to notation are also included.

The font chosen for the main text is Monotype Bembo.

Physically the book is hard bound in a black cloth cover under a full-colour dust jacket, with dimensions 160 x 240 mm (approximately 6½ x 9½ inches).

The hard-cover ISBN is: 978-0521552899 (0521552893).

Sales and availability

The actual date of publication was on 19 September 1996, with the first retail copies available from the Cambridge University Press bookshop at 1 Trinity Street Cambridge.

US publication was on 28 September 1996, and the book is available from bookstores throughout America.

The book should be available from, or can be ordered by, all good bookshops. You can also make sure of obtaining a copy by placing a direct order with Cambridge University Press.

You can also see more details about the book at (or Amazon.Co.Uk), including reader reviews and eighteen free sample pages of text.

FIRST SALE The first copy was sold to Prof Alexander McNeil, then of the ETH in Zürich, and now at the University of York.

Japanese edition

A Japanese language edition of the book was published on 28 February 2001 by Sigma Base Capital in Japan (volume number 31). The text was translated by Prof T. Fujita, along with K. Takaoka and K. Shiotani, of Hitotsubashi University in Tokyo.

The translated hardback volume contains the full contents of the English language edition.

The ISBN of the Japanese edition is 978-4916106513 (4916106512).

Further printings

The second printing of the book took place in May 1997, and the third printing of the first edition was in December 1997. Regular further printings have since followed, as the book continues to be popular amonst practitioners and students.

The text has remained completely unaltered except for a small number of corrections. News of further misprints are also welcomed from readers, and acknowledgement will be made.

Companion Volume: A Course in Financial Calculus

CUP have brought out a companion volume to the book in July 2002, written by Alison Etheridge of Oxford University. This book is targeted particularly for students and colleges and contains more mathematical proofs and exercises. More details from CUP.

Hungarian edition

A Hungarian language edition of the book, Penzugyi kalkulus, was published in November 2002 by TYPOTeX of Budapest. The text was translated by Kerti Zsolt.

The translated paperback volume contains the full contents of the English language edition.

The ISBN of the Hungarian edition is 978-9639326576 (9639326577).

Chinese edition

A Chinese language edition of the book was published in 2006 by China's Posts and Telecom Press.

The ISBN of the Chinese language edition is 7115 142041.

CUP Team

David Tranah, Editor ; Roger Astley ; Phil Treble, Designer ; Richard Knott, Marketing

Back to top of page

Return to book page