Name: The Concepts and Practice of Mathematical Finance 2nd Edition Hardback (Mathematics, Finance and Risk) (en Inglés)
SKU: 2100591
Price: 1870.67 MXN
Availability: InStock
Author: Joshi, Mark S.
ISBN: 9780521514088

portada The Concepts and Practice of Mathematical Finance 2nd Edition Hardback (Mathematics, Finance and Risk) (en Inglés)

The Concepts and Practice of Mathematical Finance 2nd Edition Hardback (Mathematics, Finance and Risk) (en Inglés)

Formato

Libro Físico

Autor

Mark S. Joshi

Editorial

Cambridge University Press

Año

2008

Idioma

Inglés

N° páginas

539

Encuadernación

Tapa Dura

Dimensiones

24.9x17x3 cm

Peso

1.22 kg.

ISBN

0521514088

ISBN13

9780521514088

N° edición

0002

Categorías

Finanzas

The Concepts and Practice of Mathematical Finance 2nd Edition Hardback (Mathematics, Finance and Risk) (en Inglés)

Mark S. Joshi (Autor) · Cambridge University Press · Tapa Dura

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Reseña del libro "The Concepts and Practice of Mathematical Finance 2nd Edition Hardback (Mathematics, Finance and Risk) (en Inglés)"

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.