Mathematics, Finance and Risk: The Concepts and Practice of Mathematical Finance Series Number 8

Mathematics, Finance and Risk: The Concepts and Practice of Mathematical Finance Series Number 8 (English, Hardcover, Joshi Mark S.)

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Mathematics, Finance and Risk: The Concepts and Practice of Mathematical Finance Series Number 8  (English, Hardcover, Joshi Mark S.)

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    Highlights
    • Language: English
    • Binding: Hardcover
    • Publisher: Cambridge University Press
    • Genre: Mathematics
    • ISBN: 9780521514088, 0521514088
    • Pages: 558
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  • 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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    Book Details
    Imprint
    • Cambridge University Press
    Dimensions
    Width
    • 30 mm
    Height
    • 249 mm
    Length
    • 170 mm
    Weight
    • 1220 gr
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