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The Concepts and Practice of Mathematical Finance

(Mathematics, Finance and Risk)

By Mark S. Joshi, Mark Broadie (Series Editor), George Papanicolaou (Series Editor), Neil Johnson (Series Editor), Sam Howison (Series Editor)

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| Hardcover | 9780521823555

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Book Description

This introductory text provides a clear understanding of the intuition behind derivatives pricing, how models are implemented, and how they are used and adapted in practice. M. Joshi covers the strengths and weaknesses of such models as stochastic volatility, jump diffusion, and variance gamma, as wContinue

This introductory text provides a clear understanding of the intuition behind derivatives pricing, how models are implemented, and how they are used and adapted in practice. M. Joshi covers the strengths and weaknesses of such models as stochastic volatility, jump diffusion, and variance gamma, as well as the Black-Scholes. Examples and exercises, with answers, as well as computer projects, challenge the mind and encourage learning how to become a good quantitative analyst.

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Book Details

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  • English Books
  • Hardcover 492 Pages
  • ISBN-10: 0521823552
  • ISBN-13: 9780521823555
  • Publisher: Cambridge University Press
  • Pub date: Dec 24, 2003
  • Dimensions: 1613 mm x 1161 mm x 194 mm Just how big is that?
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