Description: The Concepts and Practice of Mathematical Finance by M.S. Joshi Estimated delivery 4-14 business days Format Hardcover Condition Brand New 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. Publisher Description 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. Author Biography Mark S. Joshi is an Associate 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 two books and numerous papers on both financial and pure mathematics, and has been an invited speaker at many international conferences. Details ISBN 0521514088 ISBN-13 9780521514088 Title The Concepts and Practice of Mathematical Finance Author M.S. Joshi Format Hardcover Year 2008 Pages 539 Edition 2nd Publisher Cambridge University Press GE_Item_ID:16157821; About Us Grand Eagle Retail is the ideal place for all your shopping needs! With fast shipping, low prices, friendly service and over 1,000,000 in stock items - you're bound to find what you want, at a price you'll love! Shipping & Delivery Times Shipping is FREE to any address in USA. Please view eBay estimated delivery times at the top of the listing. Deliveries are made by either USPS or Courier. We are unable to deliver faster than stated. International deliveries will take 1-6 weeks. NOTE: We are unable to offer combined shipping for multiple items purchased. This is because our items are shipped from different locations. Returns If you wish to return an item, please consult our Returns Policy as below: Please contact Customer Services and request "Return Authorisation" before you send your item back to us. Unauthorised returns will not be accepted. Returns must be postmarked within 4 business days of authorisation and must be in resellable condition. Returns are shipped at the customer's risk. We cannot take responsibility for items which are lost or damaged in transit. For purchases where a shipping charge was paid, there will be no refund of the original shipping charge. Additional Questions If you have any questions please feel free to Contact Us. Categories Baby Books Electronics Fashion Games Health & Beauty Home, Garden & Pets Movies Music Sports & Outdoors Toys
Price: 103 USD
Location: Calgary, Alberta
End Time: 2024-12-05T09:14:02.000Z
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Restocking Fee: No
Return shipping will be paid by: Buyer
All returns accepted: Returns Accepted
Item must be returned within: 30 Days
Refund will be given as: Money Back
ISBN-13: 9780521514088
Book Title: The Concepts and Practice of Mathematical Finance
Number of Pages: 558 Pages
Language: English
Publication Name: concepts and Practice of Mathematical Finance
Publisher: Cambridge University Press
Subject: Interest, Investments & Securities / Derivatives, Decision-Making & Problem Solving, Finance / General, Investments & Securities / Analysis & Trading Strategies, Investments & Securities / Options, Applied
Publication Year: 2008
Item Height: 1.2 in
Type: Textbook
Item Weight: 43 Oz
Author: Mark S. Joshi
Subject Area: Mathematics, Business & Economics
Item Length: 9.8 in
Item Width: 6.7 in
Series: Mathematics, Finance and Risk Ser.
Format: Hardcover