More Mathematical Finance 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024


More Mathematical Finance

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[澳] Mark S. Joshi 作者
Pilot Whale Press
譯者
2011-9-1 出版日期
502 頁數
USD 80.00 價格
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9780987122803 圖書編碼

More Mathematical Finance 在線電子書 圖書標籤: 金融數學  金融  量化  數學  quant   


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More Mathematical Finance 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

More Mathematical Finance 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

More Mathematical Finance 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024



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More Mathematical Finance 在線電子書 著者簡介

Mark S. Joshi is a researcher and consultant in mathematical finance. He obtained a B.A. in mathematics from the University of Oxford in 1990, and a Ph.D. in pure mathematics from the Massachusetts Institute of Technology in 1994 under the supervision of Richard Melrose. He was an assistant lecturer in the department of pure mathematics and mathematical statistics at Cambridge University and a fellow of Darwin college from 1994 to 1999. Following which he worked for the Royal Bank of Scotland[3] from 1999 to 2005 as a quantitative analyst at a variety of levels, finishing as the Head of Quantitative Research for Group Risk Management. He joined the Centre for Actuarial Studies at the University of Melbourne in November 2005 as an associate professor, and he is now a full professor. He lectures the subject Financial Mathematics III and is also a highly sought after honours supervisor in the department. He is a famous quant and known for his guide "On becoming a quant".[


More Mathematical Finance 在線電子書 著者簡介


More Mathematical Finance 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

More Mathematical Finance 在線電子書 圖書描述

The long-awaited sequel to the "Concepts and Practice of Mathematical Finance" has now arrived. Taking up where the first volume left off, a range of topics is covered in depth. Extensive sections include portfolio credit derivatives, quasi-Monte Carlo, the calibration and implementation of the LIBOR market model, the acceleration of binomial trees, the Fourier transform in option pricing and much more. Throughout Mark Joshi brings his unique blend of theory, lucidity, practicality and experience to bear on issues relevant to the working quantitative analyst.

"More Mathematical Finance" is Mark Joshi's fourth book. His previous books including "C++ Design Patterns and Derivatives Pricing" and "Quant Job Interview Questions and Answers" have proven to be indispensable for individuals seeking to become quantitative analysts. His new book continues this trend with a clear exposition of a range of models and techniques in the field of derivatives pricing. Each chapter is accompanied by a set of exercises. These are of a variety of types including simple proofs, complicated derivations and computer projects.

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