Financial Calculus: An Introduction to Derivative Pricing by Martin Baxter and Andrew Rennie is a classic and accessible standard work on the mathematical foundations of derivatives trading and option pricing. The book clearly explains core concepts such as arbitrage, hedging, martingales, and the pricing of derivative financial products, and is valued for its combination of theoretical depth and practical relevance. Within the field of financial mathematics, this is a sought-after specialist title from the original 1996 publication period, with lasting interest due to its influential place within the discipline. This item will be carefully packaged and shipped with a track-and-trace code.