The Concepts and Practice of Mathematical Finance pdf epub mobi txt 電子書下載2025

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出版者:Cambridge University Press

作者:Mark S. Joshi

出品人:

頁數:558

译者:

出版時間:2008-11-17

價格:USD 98.00

裝幀:Hardcover

isbn號碼:9780521514088

叢書系列:

圖書標籤:

quant
金融數學
金融/金融工程
金融
金融工程
finance
Finance
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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.