The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk)

4.13 avg rating
( 39 ratings by Goodreads )
 
9780521514088: The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk)

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.

Book Description:

The second edition of a 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.

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 New View Book
List Price: US$ 98.00
US$ 64.16

Convert Currency

Shipping: US$ 3.81
From United Kingdom to U.S.A.

Destination, Rates & Speeds

Add to Basket

Top Search Results from the AbeBooks Marketplace

1.

Mark S. Joshi
Published by Cambridge University Press 2008-10-30, Cambridge (2008)
ISBN 10: 0521514088 ISBN 13: 9780521514088
New Hardcover Quantity Available: > 20
Seller
Blackwell's
(Oxford, OX, United Kingdom)
Rating
[?]

Book Description Cambridge University Press 2008-10-30, Cambridge, 2008. hardback. Book Condition: New. Bookseller Inventory # 9780521514088

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 64.16
Convert Currency

Add to Basket

Shipping: US$ 3.81
From United Kingdom to U.S.A.
Destination, Rates & Speeds

2.

M.S. Joshi
Published by CAMBRIDGE UNIVERSITY PRESS, United Kingdom (2008)
ISBN 10: 0521514088 ISBN 13: 9780521514088
New Hardcover Quantity Available: 1
Seller
The Book Depository US
(London, United Kingdom)
Rating
[?]

Book Description CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2008. Hardback. Book Condition: New. 2nd Revised edition. 248 x 180 mm. Language: English . Brand New Book. 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. Bookseller Inventory # LIB9780521514088

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 76.05
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

3.

M.S. Joshi
Published by CAMBRIDGE UNIVERSITY PRESS, United Kingdom (2008)
ISBN 10: 0521514088 ISBN 13: 9780521514088
New Hardcover Quantity Available: 1
Seller
The Book Depository
(London, United Kingdom)
Rating
[?]

Book Description CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2008. Hardback. Book Condition: New. 2nd Revised edition. 248 x 180 mm. Language: English . Brand New Book. 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. Bookseller Inventory # LIB9780521514088

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 78.66
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

4.

M.S. Joshi
Published by Cambridge University Press
ISBN 10: 0521514088 ISBN 13: 9780521514088
New Hardcover Quantity Available: 5
Print on Demand
Seller
THE SAINT BOOKSTORE
(Southport, United Kingdom)
Rating
[?]

Book Description Cambridge University Press. Hardback. Book Condition: new. BRAND NEW PRINT ON DEMAND., The Concepts and Practice of Mathematical Finance (2nd Revised edition), M.S. Joshi, 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. Bookseller Inventory # B9780521514088

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 73.16
Convert Currency

Add to Basket

Shipping: US$ 8.82
From United Kingdom to U.S.A.
Destination, Rates & Speeds

5.

Joshi, Mark S.
Published by Cambridge University Press (2016)
ISBN 10: 0521514088 ISBN 13: 9780521514088
New Paperback Quantity Available: 1
Print on Demand
Seller
Ria Christie Collections
(Uxbridge, United Kingdom)
Rating
[?]

Book Description Cambridge University Press, 2016. Paperback. Book Condition: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Bookseller Inventory # ria9780521514088_lsuk

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 80.53
Convert Currency

Add to Basket

Shipping: US$ 4.92
From United Kingdom to U.S.A.
Destination, Rates & Speeds

6.

Joshi, Mark S.
Published by Cambridge University Press (2008)
ISBN 10: 0521514088 ISBN 13: 9780521514088
New Quantity Available: > 20
Print on Demand
Seller
Pbshop
(Wood Dale, IL, U.S.A.)
Rating
[?]

Book Description Cambridge University Press, 2008. HRD. Book Condition: New. New Book.Shipped from US within 10 to 14 business days.THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Bookseller Inventory # IP-9780521514088

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 81.68
Convert Currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, Rates & Speeds

7.

Mark S. Joshi
Published by Cambridge University Press (2008)
ISBN 10: 0521514088 ISBN 13: 9780521514088
New Hardcover Quantity Available: 1
Seller
Revaluation Books
(Exeter, United Kingdom)
Rating
[?]

Book Description Cambridge University Press, 2008. Hardcover. Book Condition: Brand New. 2nd edition. 525 pages. 9.76x7.09x1.26 inches. In Stock. Bookseller Inventory # __0521514088

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 78.77
Convert Currency

Add to Basket

Shipping: US$ 7.63
From United Kingdom to U.S.A.
Destination, Rates & Speeds

8.

Joshi
Published by Cambridge University Press (2008)
ISBN 10: 0521514088 ISBN 13: 9780521514088
New Hardcover Quantity Available: 1
Seller
Rating
[?]

Book Description Cambridge University Press, 2008. Book Condition: New. Bookseller Inventory # L9780521514088

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 84.89
Convert Currency

Add to Basket

Shipping: US$ 2.23
From Germany to U.S.A.
Destination, Rates & Speeds

9.

MARK S. JOSHI
ISBN 10: 0521514088 ISBN 13: 9780521514088
New Hardcover Quantity Available: 10
Seller
Herb Tandree Philosophy Books
(Stroud, GLOS, United Kingdom)
Rating
[?]

Book Description 2008. Hardback. Book Condition: NEW. 9780521514088 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Bookseller Inventory # HTANDREE0460080

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 79.89
Convert Currency

Add to Basket

Shipping: US$ 10.17
From United Kingdom to U.S.A.
Destination, Rates & Speeds

10.

Mark S. Joshi
Published by Cambridge University Pr. Nov 2008 (2008)
ISBN 10: 0521514088 ISBN 13: 9780521514088
New Quantity Available: 1
Rating
[?]

Book Description Cambridge University Pr. Nov 2008, 2008. Buch. Book Condition: Neu. 251x176x40 mm. Neuware - 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. 500 pp. Englisch. Bookseller Inventory # 9780521514088

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 80.08
Convert Currency

Add to Basket

Shipping: US$ 13.43
From Germany to U.S.A.
Destination, Rates & Speeds

There are more copies of this book

View all search results for this book