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 ...
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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.
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Add this copy of The Concepts and Practice of Mathematical Finance (2nd to cart. $104.20, good condition, Sold by Anybook rated 4.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2011 by Cambridge University Press.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. Clean from markings. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 1300grams, ISBN: 9780521514088.
Add this copy of The Concepts and Practice of Mathematical Finance to cart. $32.55, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2008 by Cambridge University Press.
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Add this copy of The Concepts and Practice of Mathematical Finance to cart. $39.07, good condition, Sold by Goodwill Books rated 5.0 out of 5 stars, ships from Hillsboro, OR, UNITED STATES, published 2008 by Cambridge University Press.
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Add this copy of The Concepts and Practice of Mathematical Finance to cart. $41.12, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2008 by Cambridge University Press.
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Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
Add this copy of The Concepts and Practice of Mathematical Finance to cart. $44.27, very good condition, Sold by Warriors SG rated 5.0 out of 5 stars, ships from Somerset, NJ, UNITED STATES, published 2008 by Cambridge University Press.
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Fine. Contains: Unspecified. Mathematics, Finance and Risk . 202 exercises. Intended for professional and scholarly audience. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
I've only had the chance to briefly browse through the book so I can't really give a fair review. The vendor, however, was very good in the delivery and condition of the text.
