The Concepts and Practice of Mathematical Finance
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    The Concepts and Practice of Mathematical Finance (English, Hardcover, Joshi)

    The Concepts and Practice of Mathematical Finance  (English, Hardcover, Joshi)

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    Author
    Highlights
    • Language: English
    • Binding: Hardcover
    • Publisher: Cambridge University Press
    • Genre: Business & Economics
    • ISBN: 9780521514088, 0521514088
    • Edition: 2 2nd Edition
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    Atlantic
    3.3
    Description
    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.
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    Specifications
    Contributors
    • Author
      • Joshi
    Dimensions
    • Width
      • 1.2 Inches (US)
    • Height
      • 9.8 Inches (US)
    • Length
      • 6.7 in
    • Weight
      • 2.7 Pounds (US)
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