Articoli correlati a The Concepts and Practice of Mathematical Finance
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The second edition of a successful text providing the working knowledge needed to become a good quantitative analyst.
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Informazioni sull'autore
Mark S. Joshi is an Associate Professor in the Centre for Actuarial Studies at the University of Melbourne. He has wide experience of teaching courses in financial mathematics and has previously held posts at the University of Cambridge and at Royal Bank of Scotland Group Risk Management. In February 2004 he was appointed Head of Quantitative Research Centre (QUARC) at RBS. He is the author of two books and numerous papers on both financial and pure mathematics, and has been an invited speaker at many international conferences.
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The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk, Series Number 8)
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Cambridge University Press, 2008
ISBN 10: 0521514088
ISBN 13: 9780521514088
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The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk, Series Number 8) Second Edition
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Cambridge University Press, 2010
ISBN 10: 0521514088
ISBN 13: 9780521514088
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Condizione: Fine. 2010 printing of the 2nd edition, with corrections; 558 pp., hardcover, NEW!! - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. Codice articolo ZB1343936
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The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk, Series Number 8)
Editore:
Cambridge University Press, 2008
ISBN 10: 0521514088
ISBN 13: 9780521514088
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The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk, Series Number 8)
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The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk)
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Cambridge University Press, 2008
ISBN 10: 0521514088
ISBN 13: 9780521514088
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The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk, Series Number 8)
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Hardcover. Condizione: new. New Copy. Customer Service Guaranteed. Codice articolo 57Y91_70_0521514088
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The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk, Series Number 8)
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Cambridge University Press, 2008
ISBN 10: 0521514088
ISBN 13: 9780521514088
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Condizione: Poor. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In poor condition, suitable as a reading copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1300grams, ISBN:9780521514088. Codice articolo 2945342
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The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk, Series Number 8)
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Cambridge University Press, United Kingdom, Cambridge, 2008
ISBN 10: 0521514088
ISBN 13: 9780521514088
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Paperback. Condizione: Very Good. 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. BlackScholes, 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. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Codice articolo GOR005163278
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Concepts and Practice of Mathematical Finance
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ISBN 13: 9780521514088
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