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Search - The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk)

The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk)
The Concepts and Practice of Mathematical Finance - Mathematics, Finance and Risk
Author: Mark S. Joshi
This introductory text provides a clear understanding of the intuition behind derivatives pricing, how models are implemented, and how they are used and adapted in practice. M. Joshi covers the strengths and weaknesses of such models as stochastic volatility, jump diffusion, and variance gamma, as well as the Black-Scholes. Examples and exercise...  more »
ISBN-13: 9780521823555
ISBN-10: 0521823552
Publication Date: 1/26/2004
Pages: 492
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Publisher: Cambridge University Press
Book Type: Hardcover
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