The Concepts and Practice of Mathematical Finance

Author: Mark S. Joshi
Edition: 2nd
Publisher: Cambridge University Press
Binding: Hardcover
ISBN: 0521514088
Price:
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The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk)

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.The Concepts and Practice of Mathematical Finance review. 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 detailRead full reviews of The Concepts and practice of mathematical finance.

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The Concepts and practice of mathematical finance: Mark S. Joshi

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This introductory text provides a clear understanding of the intuition behind derivatives pricing, how models are implemented, and how they are used and adapted in practice. M. Joshi covers the strengths and weaknesses of such models as stochastic volatility, jump diffusion, and variance gamma, as well as the Black-Scholes. Examples and exercises, with answers, as well as computer projects, challenge the mind and encourage learning how to become a good quantitative analyst.

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The Concepts and Practice of Mathematical Finance

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author ms joshi format hardback language english publication year 30 10 2008 series mathematics finance and risk subject management business economics industry subject 2 finance accounting title the concepts and practice of mathematical finance author mark s joshi publisher cambridge university press publication date oct 30 2008 pages 525 binding hardcover edition 2 nd dimensions 7 09 wx 9 76 hx 1 26 d isbn 0521514088 subject mathematics probability statistics general description an ideal int

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The Concepts and Practice of Mathematical Finance : Hardback : CAMBRIDGE UNIVERSITY PRESS : 9780521514088 : 0521514088 : 30 Nov 2008 : Second edition of successful text providing the working knowledge needed to become a good quantitative analyst.

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The Concepts and Practice of Mathematical Finance Reviews

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.