The Concepts and Practice of Mathematical Finance

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The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk, Series Number 8)
- Used Book in Good Condition
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.
Country USA
Brand Cambridge University Press
Manufacturer Cambridge University Press
Binding Hardcover
ItemPartNumber 24700831
Model 24700831
UnitCount 1
Format Illustrated
EANs 9780521514088
ReleaseDate 0000-00-00

Country	USA
Brand	Cambridge University Press
Manufacturer	Cambridge University Press
Binding	Hardcover
ItemPartNumber	24700831
Model	24700831
UnitCount	1
Format	Illustrated
EANs	9780521514088
ReleaseDate	0000-00-00

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

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