Articles liés à The Concepts and Practice of Mathematical Finance
Synopsis
An ideal introduction for those starting out as practitioners of mathematical finance, this book provides a clear understanding of the intuition behind derivatives pricing, how models are implemented, and how they are used and adapted in practice. Strengths and weaknesses of different models, e.g. Black–Scholes, stochastic volatility, jump-diffusion and variance gamma, are examined. Both the theory and the implementation of the industry-standard LIBOR market model are considered in detail. Each pricing problem is approached using multiple techniques including the well-known PDE and martingale approaches. This second edition contains many more worked examples and over 200 exercises with detailed solutions. Extensive appendices provide a guide to jargon, a recap of the elements of probability theory, and a collection of computer projects. The author brings to this book a blend of practical experience and rigorous mathematical background and supplies here the working knowledge needed to become a good quantitative analyst.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
À propos de l?auteur
Mark S. Joshi is an Associate Professor in the Centre for Actuarial Studies at the University of Melbourne. He has wide experience of teaching courses in financial mathematics and has previously held posts at the University of Cambridge and at Royal Bank of Scotland Group Risk Management. In February 2004 he was appointed Head of Quantitative Research Centre (QUARC) at RBS. He is the author of two books and numerous papers on both financial and pure mathematics, and has been an invited speaker at many international conferences.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
- ÉditeurCambridge University Press
- Date d'édition2008
- ISBN 10 0521514088
- ISBN 13 9780521514088
- ReliureRelié
- Langueanglais
- Numéro d'édition2
- Nombre de pages558
- Coordonnées du fabricantnon disponible
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CONCEPTS & PRACTICE OF MATHEMATICAL FINA
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The Concepts and Practice of Mathematical Finance (2nd Ed) (Mathematics, Finance and Risk)
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The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk, Series Number 8)
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The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk, Series Number 8)
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The Concepts and Practice of Mathematical Finance
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Etat : New. The second edition of a successful text providing the working knowledge needed to become a good quantitative analyst. An ideal introduction to mathematical finance, readers will gain a clear understanding of the intuition behind derivatives pricing, how mod. N° de réf. du vendeur 5918926
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Mathematics, Finance and Risk: Series Number 8: The Concepts and Practice of Mathematical Finance
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Etat : New. 2008. 2nd Edition. Hardcover. The second edition of a successful text providing the working knowledge needed to become a good quantitative analyst. Series: Mathematics, Finance and Risk. Num Pages: 558 pages, 202 exercises. BIC Classification: KFF; PBT. Category: (P) Professional & Vocational. Dimension: 255 x 183 x 31. Weight in Grams: 1120. Series: Mathematics, Finance and Risk. 560 pages, 202 exercises. Second edition of successful text providing the working knowledge needed to become a good quantitative analyst. Cateogry: (P) Professional & Vocational. BIC Classification: KFF; PBT. Dimension: 255 x 183 x 31. Weight: 1234. . . . . . N° de réf. du vendeur V9780521514088
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The Concepts and Practice of Mathematical Finance
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Cambridge University Press, 2008
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ISBN 13 : 9780521514088
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Buch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - An ideal introduction for those starting out as practitioners of mathematical finance, this book provides a clear understanding of the intuition behind derivatives pricing, how models are implemented, and how they are used and adapted in practice. Strengths and weaknesses of different models, e.g. Black-Scholes, stochastic volatility, jump-diffusion and variance gamma, are examined. Both the theory and the implementation of the industry-standard LIBOR market model are considered in detail. Each pricing problem is approached using multiple techniques including the well-known PDE and martingale approaches. This second edition contains many more worked examples and over 200 exercises with detailed solutions. Extensive appendices provide a guide to jargon, a recap of the elements of probability theory, and a collection of computer projects. The author brings to this book a blend of practical experience and rigorous mathematical background and supplies here the working knowledge needed to become a good quantitative analyst. N° de réf. du vendeur 9780521514088
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Concepts and Practice of Mathematical Finance
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ISBN 13 : 9780521514088
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The Concepts and Practice of Mathematical Finance
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Cambridge University Press, 2008
ISBN 10 : 0521514088
ISBN 13 : 9780521514088
Neuf
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Hardcover. Etat : Brand New. 2nd edition. 525 pages. 9.76x7.09x1.26 inches. In Stock. This item is printed on demand. N° de réf. du vendeur __0521514088
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