Title: The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk)
Publisher: Cambridge University Press
Publication Date: 2005
Language: English
ISBN 10: 0521823552
ISBN 13: 9780521823555
Binding: Hardcover
Edition: 4th Edition
Condition: New
Dimensions: 6.9 inches width by 9.9 inches height by 102 inches depth
Weight: 2.75 pounds

About this title

Synopsis

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.

Book Description

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. There are plenty of worked examples and exercises, with answers, and many computer projects supplied.The author brings to this book a blend of practical experience and rigorous mathematical background, and provides here the working knowledge needed to become a good quantitative analyst.

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