The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk)

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9780521514088: 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. 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.

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Book Description:

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.

About the Author:

Mark S. Joshi is a 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 six books and numerous papers on both financial and pure mathematics, and has been an invited speaker at many international conferences.

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1.

Mark S. Joshi
Editorial: CAMBRIDGE UNIVERSITY PRESS, United Kingdom (2008)
ISBN 10: 0521514088 ISBN 13: 9780521514088
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Descripción CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2008. Hardback. Estado de conservación: New. 2nd Revised edition. Language: English . Brand New Book. 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. Nº de ref. de la librería LIB9780521514088

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Mark S. Joshi
Editorial: Cambridge University Press (2008)
ISBN 10: 0521514088 ISBN 13: 9780521514088
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Descripción Cambridge University Press, 2008. Hardcover. Estado de conservación: Brand New. 2nd edition. 525 pages. 9.76x7.09x1.26 inches. In Stock. Nº de ref. de la librería __0521514088

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Mark S. Joshi
Editorial: CAMBRIDGE UNIVERSITY PRESS, United Kingdom (2008)
ISBN 10: 0521514088 ISBN 13: 9780521514088
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Descripción CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2008. Hardback. Estado de conservación: New. 2nd Revised edition. Language: English . Brand New Book. 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. Nº de ref. de la librería LIB9780521514088

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Editorial: Cambridge University Press 2008-10-30, Cambridge (2008)
ISBN 10: 0521514088 ISBN 13: 9780521514088
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Descripción Cambridge University Press 2008-10-30, Cambridge, 2008. hardback. Estado de conservación: New. Nº de ref. de la librería 9780521514088

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Descripción Cambridge University Press, 2008. HRD. Estado de conservación: New. New Book.Shipped from US within 10 to 14 business days.THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Nº de ref. de la librería IP-9780521514088

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Descripción Cambridge University Press, 2016. Paperback. Estado de conservación: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Nº de ref. de la librería ria9780521514088_lsuk

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Descripción 2008. Hardback. Estado de conservación: NEW. 9780521514088 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Nº de ref. de la librería HTANDREE0460080

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Descripción Cambridge University Pr. Nov 2008, 2008. Buch. Estado de conservación: Neu. Neuware - 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. 500 pp. Englisch. Nº de ref. de la librería 9780521514088

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Descripción Cambridge University Press, 2008. Estado de conservación: New. Nº de ref. de la librería L9780521514088

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Descripción Cambridge University Press, 2008. HRD. Estado de conservación: New. New Book. Delivered from our US warehouse in 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND.Established seller since 2000. Nº de ref. de la librería IP-9780521514088

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