ENGLISH

The Concepts and practice of mathematical finance

By Mark S. Joshi

Book information

Publisher
Cambridge University Press
Year
2003
ISBN
9780521823555, 0521823552
Open Library ID
OL17134788M
Language
english
Format
PDF
Filesize
2 MB (2395850 bytes)
Series
Mathematics, finance, and risk
Pages
536\536
Library
Kolxo3
Time added
2009-12-04 00:34:26

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 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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