The Concepts and Practice of Mathematical Finance

Joshi M S Joshi Mark S.

ISBN 10: 0521514088 ISBN 13: 9780521514088

Editorial: Cambridge University Press, 2008

Idioma: Ingl�s

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Descripci�n

pp. xviii + 539.

N� de ref. del art�culo 18542444

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Detalles bibliogr�ficos

T�tulo: The Concepts and Practice of Mathematical Finance
Editor: Cambridge University Press
Fecha de publicaci�n: 2008
Idioma: Ingl�s
ISBN 10: 0521514088
ISBN 13: 9780521514088
Encuadernaci�n: Encuadernaci�n de tapa dura
Edici�n: 2� Edici�n
Estado: New

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Sinopsis

Second edition of 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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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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