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HPB-Red, Dallas, TX, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
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Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! N° de ref. del artículo S_437059541
For those starting out as practitioners of mathematical finance, this is an ideal introduction. It provides the reader with 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. Uniquely, the book includes extensive discussion of the ideas behind the models, and is even-handed in examining various approaches to the subject. Thus each pricing problem is solved using several methods. Worked examples and exercises, with answers, are provided in plenty, and computer projects are given for many problems. 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.
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
'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
'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
Título: The Concepts and Practice of Mathematical ...
Editorial: Cambridge University Press
Año de publicación: 2004
Encuadernación: Hardcover
Condición: Good
Librería: WorldofBooks, Goring-By-Sea, WS, Reino Unido
Hardback. Condición: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Nº de ref. del artículo: GOR004801372
Cantidad disponible: 5 disponibles
Librería: HPB-Emerald, Dallas, TX, Estados Unidos de America
Hardcover. Condición: Very Good. Connecting readers with great books since 1972! Used books may not include companion materials, and may have some shelf wear or limited writing. We ship orders daily and Customer Service is our top priority! Nº de ref. del artículo: S_437868791
Cantidad disponible: 1 disponibles
Librería: Toscana Books, AUSTIN, TX, Estados Unidos de America
Hardcover. Condición: new. Excellent Condition.Excels in customer satisfaction, prompt replies, and quality checks. Nº de ref. del artículo: Scanned0521823552
Cantidad disponible: 1 disponibles
Librería: online-buch-de, Dozwil, Suiza
Condición: gebraucht; wie neu. Hardcover, ungebraucht. Nº de ref. del artículo: 181-5-58
Cantidad disponible: 1 disponibles
Librería: Saul54, Lynn, MA, Estados Unidos de America
Hardcover. Condición: As New. 4th Edition. Cambridge University Press, 2005. XVIII+473 pages. AsNew Hardcover. Unused book with very small pale stain on the bottom edge. 9.9"x6.9"x1.2". b1051. be43. . Nº de ref. del artículo: ABE-1750901608323
Cantidad disponible: 1 disponibles