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About The Concepts and practice of mathematical finance
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 exercises, with answers, as well as computer projects, challenge the mind and encourage learning how to become a good quantitative analyst.
Detailed Information
| Author: | Mark S. Joshi |
|---|---|
| Publication Year: | 2003 |
| ISBN: | 521823552 |
| Pages: | 536 |
| Language: | English |
| File Size: | 2.285 |
| Format: | |
| Price: | FREE |
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