The Concepts and Practice of Mathematical Finance 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024


The Concepts and Practice of Mathematical Finance

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Mark S. Joshi 作者
Cambridge University Press
译者
2008-11-17 出版日期
558 页数
USD 98.00 价格
Hardcover
丛书系列
9780521514088 图书编码

The Concepts and Practice of Mathematical Finance 在线电子书 图书标签: quant  金融数学  金融/金融工程  金融  金融工程  finance  Finance  Options,   


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The Concepts and Practice of Mathematical Finance 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

The Concepts and Practice of Mathematical Finance 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

The Concepts and Practice of Mathematical Finance 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024



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A unique way for the mathematician to avenge the boredom of society.

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我来考古,这书几百年没看过了,不是这专业谁看这种书啊,还有刷题的怀疑人生

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It's good, but not that good...

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The Concepts and Practice of Mathematical Finance 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

The Concepts and Practice of Mathematical Finance 在线电子书 图书描述

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.

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