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Item Details
| Title:
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THE CONCEPTS AND PRACTICE OF MATHEMATICAL FINANCE
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| By: |
M.S. Joshi |
| Format: |
Hardback |
| List price:
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£66.99 |
| Our price: |
£58.62 |
| Discount: |
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| You save:
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£8.37 |
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| ISBN 10: |
0521514088 |
| ISBN 13: |
9780521514088 |
| Availability: |
Usually dispatched within 3-5 days.
 Delivery
rates
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| Stock: |
Currently 2 available |
| Publisher: |
CAMBRIDGE UNIVERSITY PRESS |
| Pub. date: |
30 October, 2008 |
| Edition: |
2nd Revised edition |
| Series: |
Mathematics, Finance and Risk No. 8 |
| Pages: |
558 |
| Description: |
The second edition of a successful text providing the working knowledge needed to become a good quantitative analyst. |
| 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. |
| Illustrations: |
202 exercises |
| Publication: |
UK |
| Imprint: |
Cambridge University Press |
| Returns: |
Returnable |
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