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The Concepts and Practice of Mathematical Finance, Second Edition (Mathematics, Finance and Risk)
Mark S. JoshiSukakah anda buku ini?
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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.
Tahun:
2008
Edisi:
2nd
Penerbit:
Cambridge University Press
Bahasa:
english
Halaman:
557
ISBN 10:
0521514088
ISBN 13:
9780521514088
Nama siri:
Mathematics, Finance and Risk
Fail:
PDF, 6.58 MB
Tag anda:
IPFS:
CID , CID Blake2b
english, 2008
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