The Concepts and Practice of Mathematical Finance

Mark S Joshi

69 évaluations par Goodreads

Langue : anglais

Edité par Cambridge University Press, 2008

0521514088 / 9780521514088

Vendeur : World of Books Inc, Montgomery, IL, Etats-UnisWorld of Books Inc

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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 CIN0521514088A

Titre
The Concepts and Practice of Mathematical Finance
Auteur
Mark S Joshi
Éditeur
Cambridge University Press
Année de publication
2008
État de l'article
Fair
Reliure
Hardback
Langue
anglais
ISBN à 10 chiffres
0521514088
ISBN à 13 chiffres
9780521514088
Édition
2ème Édition

World of Books Inc

Montgomery, IL, Etats-Unis

Vendeur avec une évaluation de 4 étoiles

Vendeur AbeBooks depuis 23 mars 2026

Frais d'expédition à l'intérieur de ce pays : Etats-Unis

Article4 à 12 jours ouvrés3 à 6 jours ouvrés
Premier articleEUR 0,00EUR 9,78
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