9780521514088-0521514088-The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk, Series Number 8)

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

ISBN-13: 9780521514088
ISBN-10: 0521514088
Edition: 2nd
Author: Mark S. Joshi
Publication date: 2008
Publisher: Cambridge University Press
Format: Hardcover 558 pages
Category: Finance
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Book details

ISBN-13: 9780521514088
ISBN-10: 0521514088
Edition: 2nd
Author: Mark S. Joshi
Publication date: 2008
Publisher: Cambridge University Press
Format: Hardcover 558 pages
Category: Finance

Summary

The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk, Series Number 8) (ISBN-13: 9780521514088 and ISBN-10: 0521514088), written by authors Mark S. Joshi, was published by Cambridge University Press in 2008. With an overall rating of 4.0 stars, it's a notable title among other Finance books. You can easily purchase or rent The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk, Series Number 8) (Hardcover, Used) from BooksRun, along with many other new and used Finance books and textbooks. And, if you're looking to sell your copy, our current buyback offer is $32.09.

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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