Items related to The Concepts and Practice of Mathematical Finance (Mathemati...

The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk, Series Number 8) - Hardcover

  • 4.16 out of 5 stars
    67 ratings by Goodreads
 
9780521514088: The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk, Series Number 8)

Synopsis

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.

"synopsis" may belong to another edition of this title.

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.

"About this title" may belong to another edition of this title.

Buy Used

Condition: Good
Ship within 24hrs. Satisfaction...
View this item

FREE shipping within U.S.A.

Destination, rates & speeds

Search results for The Concepts and Practice of Mathematical Finance (Mathemati...

Stock Image

Joshi, Mark S.
ISBN 10: 0521514088 ISBN 13: 9780521514088
Used Hardcover

Seller: BooksRun, Philadelphia, PA, U.S.A.

Seller rating 5 out of 5 stars 5-star rating, Learn more about seller ratings

Hardcover. Condition: Good. 2nd. Ship within 24hrs. Satisfaction 100% guaranteed. APO/FPO addresses supported. Seller Inventory # 0521514088-11-1

Contact seller

Buy Used

US$ 34.98
Convert currency
Shipping: FREE
Within U.S.A.
Destination, rates & speeds

Quantity: 1 available

Add to basket

Stock Image

Joshi, Mark S.
Published by Cambridge University Press, 2008
ISBN 10: 0521514088 ISBN 13: 9780521514088
Used Hardcover

Seller: HPB-Red, Dallas, TX, U.S.A.

Seller rating 5 out of 5 stars 5-star rating, Learn more about seller ratings

Hardcover. Condition: Good. 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! Seller Inventory # S_423237024

Contact seller

Buy Used

US$ 32.54
Convert currency
Shipping: US$ 3.75
Within U.S.A.
Destination, rates & speeds

Quantity: 1 available

Add to basket

Stock Image

Joshi, Mark S.
Published by Cambridge University Press, 2008
ISBN 10: 0521514088 ISBN 13: 9780521514088
Used Hardcover

Seller: Goodwill Books, Hillsboro, OR, U.S.A.

Seller rating 5 out of 5 stars 5-star rating, Learn more about seller ratings

Condition: Good. Signs of wear and consistent use. Seller Inventory # 3IIT4Q004N1S_ns

Contact seller

Buy Used

US$ 32.54
Convert currency
Shipping: US$ 3.99
Within U.S.A.
Destination, rates & speeds

Quantity: 1 available

Add to basket

Stock Image

Joshi, Mark S.
Published by Cambridge University Press, 2008
ISBN 10: 0521514088 ISBN 13: 9780521514088
Used Hardcover

Seller: Emerald Green Media, Simi Valley, CA, U.S.A.

Seller rating 5 out of 5 stars 5-star rating, Learn more about seller ratings

hardcover. Condition: Good. Good reading copy. May have light wear on cover/edges, otherwise good. Established Seller, We Ship Daily! Seller Inventory # mon0000046494

Contact seller

Buy Used

US$ 40.00
Convert currency
Shipping: US$ 4.49
Within U.S.A.
Destination, rates & speeds

Quantity: 1 available

Add to basket

Stock Image

Joshi, Mark S.
Published by Cambridge University Press, 2008
ISBN 10: 0521514088 ISBN 13: 9780521514088
Used Hardcover

Seller: TextbookRush, Grandview Heights, OH, U.S.A.

Seller rating 4 out of 5 stars 4-star rating, Learn more about seller ratings

Condition: Very Good. Ships SAME or NEXT business day. We Ship to APO/FPO addr. Choose EXPEDITED shipping and receive in 2-5 business days within the United States. See our member profile for customer support contact info. We have an easy return policy. Seller Inventory # 55119351

Contact seller

Buy Used

US$ 54.58
Convert currency
Shipping: US$ 3.99
Within U.S.A.
Destination, rates & speeds

Quantity: 1 available

Add to basket

Stock Image

-
Published by -, 2008
ISBN 10: 0521514088 ISBN 13: 9780521514088
Used Hardcover

Seller: AwesomeBooks, Wallingford, United Kingdom

Seller rating 5 out of 5 stars 5-star rating, Learn more about seller ratings

Hardcover. Condition: Very Good. The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk) This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. Seller Inventory # 7719-9780521514088

Contact seller

Buy Used

US$ 65.10
Convert currency
Shipping: US$ 6.70
From United Kingdom to U.S.A.
Destination, rates & speeds

Quantity: 1 available

Add to basket

Stock Image

-
Published by - -, 2008
ISBN 10: 0521514088 ISBN 13: 9780521514088
Used Hardcover

Seller: Bahamut Media, Reading, United Kingdom

Seller rating 5 out of 5 stars 5-star rating, Learn more about seller ratings

Hardcover. Condition: Very Good. This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. Seller Inventory # 6545-9780521514088

Contact seller

Buy Used

US$ 65.10
Convert currency
Shipping: US$ 9.37
From United Kingdom to U.S.A.
Destination, rates & speeds

Quantity: 1 available

Add to basket

Seller Image

Joshi, M. S.
Published by Cambridge University Press, 2008
ISBN 10: 0521514088 ISBN 13: 9780521514088
New Hardcover

Seller: GreatBookPrices, Columbia, MD, U.S.A.

Seller rating 5 out of 5 stars 5-star rating, Learn more about seller ratings

Condition: New. Seller Inventory # 5705986-n

Contact seller

Buy New

US$ 81.64
Convert currency
Shipping: US$ 2.64
Within U.S.A.
Destination, rates & speeds

Quantity: Over 20 available

Add to basket

Stock Image

Joshi, Mark S.
Published by Cambridge University Press, 2008
ISBN 10: 0521514088 ISBN 13: 9780521514088
New Hardcover

Seller: TextbookRush, Grandview Heights, OH, U.S.A.

Seller rating 5 out of 5 stars 5-star rating, Learn more about seller ratings

Condition: Brand New. Ships SAME or NEXT business day. We Ship to APO/FPO addr. Choose EXPEDITED shipping and receive in 2-5 business days within the United States. See our member profile for customer support contact info. We have an easy return policy. Seller Inventory # 53470733

Contact seller

Buy New

US$ 80.30
Convert currency
Shipping: US$ 3.99
Within U.S.A.
Destination, rates & speeds

Quantity: 2 available

Add to basket

Seller Image

Joshi, M. S.
Published by Cambridge University Press, 2008
ISBN 10: 0521514088 ISBN 13: 9780521514088
Used Hardcover

Seller: GreatBookPrices, Columbia, MD, U.S.A.

Seller rating 5 out of 5 stars 5-star rating, Learn more about seller ratings

Condition: As New. Unread book in perfect condition. Seller Inventory # 5705986

Contact seller

Buy Used

US$ 86.88
Convert currency
Shipping: US$ 2.64
Within U.S.A.
Destination, rates & speeds

Quantity: Over 20 available

Add to basket

There are 23 more copies of this book

View all search results for this book