The Concepts and Practice of Mathematical Finance
Language: English
Published by Cambridge University Press, 2008
- Hardcover
- Used
Seller: World of Books Inc, Montgomery, IL, U.S.A.World of Books Inc
AbeBooks seller since March 23, 2026
Condition: Used - Good
£ 33.34
Quantity: 3 available
Add to basketItem description from seller
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.…
Seller Inventory # CIN0521514088G
- Title
- The Concepts and Practice of Mathematical Finance
- Author
- Mark S Joshi
- Publisher
- Cambridge University Press
- Publication year
- 2008
- Condition
- Good
- Binding
- Hardback
- Language
- English
- ISBN 10
- 0521514088
- ISBN 13
- 9780521514088
- Edition
- 2nd Edition
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About the Author
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World of Books Inc
Montgomery, IL, U.S.A.
AbeBooks seller since March 23, 2026
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Founded in 2002, World of Books is a leading online destination for buying and selling both preloved and new books, committed to making sustainable reading accessible to all. With a mission to help people read more and waste less, World of Books offers a huge range of affordable, high-quality books — giving both new and preloved titles a second life. The company also operates World of Books – Sell Your Books, an easy-to-use platform that allows customers to trade in unwanted books for cash, helping to keep books in circulation while promoting sustainability. As a Certified B Corp, World of Books is driven by a vision to become the world’s largest and most sustainable dedicated online bookstore. The company measures its success through the positive environmental impact it creates, the value it provides to customers, and its ability to operate profitably while supporting its sustainable mission …
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