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 5.0 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. $37.95, very good condition, Sold by Broad Street Books rated 5.0 out of 5 stars, ships from Branchville, NJ, UNITED STATES, published 2008 by Cambridge University Press.
Add this copy of The Concepts and Practice of Mathematical Finance to cart. $37.95, very good condition, Sold by Books From California rated 4.0 out of 5 stars, ships from Simi Valley, CA, UNITED STATES, published 2008 by Cambridge University Press.
Add this copy of The Concepts and Practice of Mathematical Finance to cart. $40.00, good condition, Sold by Emerald Green Media rated 5.0 out of 5 stars, ships from Simi Valley, CA, UNITED STATES, published 2008 by Cambridge University Press.
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Good. May have light cover/edge wear, Established Seller With Excellent Customer Service! Established Seller, We Ship Daily! Your purchase supports a small family run business! Thank you for your support!
Add this copy of The Concepts and Practice of Mathematical Finance to cart. $41.56, fair condition, Sold by BayStateBooks rated 5.0 out of 5 stars, ships from North Smithfield, RI, UNITED STATES, published 2008 by Cambridge University Press.
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Fair. The book is complete and readable with all pages and cover intact. Dust jacket shrink wrap or boxed set case may be missing. Pages may have light notes highlighting or minor water exposure but nothing that affects readability. May be an ex-library copy and could include library markings or stickers.
Add this copy of The Concepts and Practice of Mathematical Finance to cart. $73.52, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, 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.
Add this copy of The Concepts and Practice of Mathematical Finance to cart. $77.89, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2008 by Cambridge University Press.
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New. 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.
