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Item Details
| Title:
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CONCEPTS AND PRACTICE OF MATHEMATICAL FINANCE
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| By: |
Mark S. Joshi |
| Format: |
Hardback |
| List price:
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£40.00 |
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We believe that this item is permanently unavailable, and so we cannot source
it.
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| ISBN 10: |
0521823552 |
| ISBN 13: |
9780521823555 |
| Publisher: |
CAMBRIDGE UNIVERSITY PRESS |
| Pub. date: |
24 December, 2003 |
| Series: |
Mathematics, Finance and Risk |
| Pages: |
492 |
| Description: |
Professional text/reference on mathematical finance. |
| Synopsis: |
For those starting out as practitioners of mathematical finance, this is an ideal introduction. It provides the reader with 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. Uniquely, the book includes extensive discussion of the ideas behind the models, and is even-handed in examining various approaches to the subject. Thus each pricing problem is solved using several methods. Worked examples and exercises, with answers, are provided in plenty, and computer projects are given for many problems. 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: |
78 line figures 150 exercises |
| Returns: |
Returnable |
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