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The Concepts and Practice of Mathematical Finance 2nd Edition Hardback: 8 (Mathematics, Finance and Risk, Series Number 8) - Hardcover
Inhaltsangabe
The second edition of a successful text providing the working knowledge needed to become a good quantitative analyst. An ideal introduction to mathematical finance, readers will gain a clear understanding of the intuition behind derivatives pricing, how models are implemented, and how they are used and adapted in practice.
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Críticas
'The book is intended as an introduction for a numerate person to the discipline of mathematical finance. In this, Mark Joshi succeeds admirably - an excellent starting point for a numerate person in the field of mathematical finance.' Risk Magazine
' ... ideal for those who want to learn or deepen their knowledge about Quantitative Finance ... The breadth of the book particularly impressed me. It went from theoretical to practical, while covering implementation-related issues. It makes concepts such as Martingales, Measures and Numéraires look so natural and easy. Pricing Quantos or Spread-Options becomes an innate result of these concepts.' Wilmott Magzine
The author allows the reader as often as possible to get an intuition for the models and concepts. Helpful information is given on how to use and implement these models and concepts in practical terms. This practice-orientation makes this book different from others belonging to this category ... the text is also well suited as a textbook for a quantitative-oriented introductory course on finance at universities or other academic institutions ... one can say that this introductory book in offering a well balanced and up-to-date introduction to the theory and practice of mathematical finance overshadows many other books available on the same subject.' Zentralblatt MATH
'The book has been very nicely produced by Cambridge University Press. I would certainly recommend that anyone teaching an introductory or intermediate course on this topic seriously consider this book as a potential course text.' International Statistical Institute
'Very few books provide a balance between financial theory and practice. This book is one of the few that strikes that balance ... certainly a good addition to your collection of financial mathematics books.' SIAM Review
'The set-up of this book certainly meets the needs of the audience for whom this book is written. Moreover, the author brings the material in a very comprehensive way leading to new or better insights in several aspects of the material. An innovation is that besides worked out examples and exercises, a list of computer projects are included which encourage the reader to implement the models. This certainly adds to the learning process.' Kwantitatieve Methoden
Biografía del autor
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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- VerlagCambridge University Press
- Erscheinungsdatum2008
- ISBN 10 0521514088
- ISBN 13 9780521514088
- EinbandTapa dura
- SpracheEnglisch
- Auflage2
- Anzahl der Seiten560
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The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk, Series Number 8)
Verlag:
Cambridge University Press, 2008
ISBN 10: 0521514088
ISBN 13: 9780521514088
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hardcover. Zustand: Acceptable. Damage on front cover. Cover and edges may have some wear. Mild to Moderate creasing / bending to covers and pages. Artikel-Nr. mon0003597163
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The Concepts and Practice of Mathematical Finance (2nd Ed) (Mathematics, Finance and Risk)
Verlag:
Cambridge University Press, 2011
ISBN 10: 0521514088
ISBN 13: 9780521514088
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Hardcover
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Zustand: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In good all round condition. 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. Artikel-Nr. 9294616
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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
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Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Artikel-Nr. 9780521514088
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The Concepts and Practice of Mathematical Finance
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Zustand: New. The second edition of a successful text providing the working knowledge needed to become a good quantitative analyst. An ideal introduction to mathematical finance, readers will gain a clear understanding of the intuition behind derivatives pricing, how mod. Artikel-Nr. 5918926
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The Concepts and Practice of Mathematical Finance
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Hardcover. Zustand: Brand New. 2nd edition. 525 pages. 9.76x7.09x1.26 inches. In Stock. Artikel-Nr. x-0521514088
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