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The Concepts and Practice of Mathematical Finance [Mathematics, Finance and Risk
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Item specifics
- Condition
- ISBN
- 9780521514088
About this product
Product Identifiers
Publisher
Cambridge University Press
ISBN-10
0521514088
ISBN-13
9780521514088
eBay Product ID (ePID)
70933990
Product Key Features
Number of Pages
558 Pages
Publication Name
concepts and Practice of Mathematical Finance
Language
English
Publication Year
2008
Subject
Interest, Investments & Securities / Derivatives, Decision-Making & Problem Solving, Finance / General, Investments & Securities / Analysis & Trading Strategies, Investments & Securities / Options, Applied
Type
Textbook
Subject Area
Mathematics, Business & Economics
Series
Mathematics, Finance and Risk Ser.
Format
Hardcover
Dimensions
Item Height
1.2 in
Item Weight
43 Oz
Item Length
9.8 in
Item Width
6.7 in
Additional Product Features
Edition Number
2
Intended Audience
Scholarly & Professional
LCCN
2008-026914
Reviews
' ... ideal for those who want to learn or deepen their knowledge about Quantitative Finance ... The breadth of the book particularly impressed me. It went from theoretical to practical, while covering implementation-related issues. It makes concepts such as Martingales, Measures and Num_raires look so natural and easy. Pricing Quantos or Spread-Options becomes an innate result of these concepts.' Wilmott Magzine, ' … ideal for those who want to learn or deepen their knowledge about Quantitative Finance … The breadth of the book particularly impressed me. It went from theoretical to practical, while covering implementation-related issues. It makes concepts such as Martingales, Measures and Numraires look so natural and easy. Pricing Quantos or Spread-Options becomes an innate result of these concepts.' Wilmott Magzine, 'The book has been very nicely produced by Cambridge University Press. I would certainly recommend that anyone teaching an introductory or intermediate course on this topic seriously consider this book as a potential course text.' International Statistical Institute, 'The set-up of this book certainly meets the needs of the audience for whom this book is written. Moreover, the author brings the material in a very comprehensive way leading to new or better insights in several aspects of the material. An innovation is that besides worked out examples and exercises, a list of computer projects are included which encourage the reader to implement the models. This certainly adds to the learning process.' Kwantitatieve Methoden, 'The book is intended as an introduction for a numerate person to the discipline of mathematical finance. In this, Mark Joshi succeeds admirably - an excellent starting point for a numerate person in the field of mathematical finance.' Risk Magazine, ' ... ideal for those who want to learn or deepen their knowledge about Quantitative Finance ... The breadth of the book particularly impressed me. It went from theoretical to practical, while covering implementation-related issues. It makes concepts such as Martingales, Measures and Numéraires look so natural and easy. Pricing Quantos or Spread-Options becomes an innate result of these concepts.' Wilmott Magzine, 'Very few books provide a balance between financial theory and practice. This book is one of the few that strikes that balance ... certainly a good addition to your collection of financial mathematics books.' SIAM Review, The author allows the reader as often as possible to get an intuition for the models and concepts. Helpful information is given on how to use and implement these models and concepts in practical terms. This practice-orientation makes this book different from others belonging to this category … the text is also well suited as a textbook for a quantitative-oriented introductory course on finance at universities or other academic institutions … one can say that this introductory book in offering a well balanced and up-to-date introduction to the theory and practice of mathematical finance overshadows many other books available on the same subject.' Zentralblatt MATH, 'Very few books provide a balance between financial theory and practice. This book is one of the few that strikes that balance … certainly a good addition to your collection of financial mathematics books.' SIAM Review, The author allows the reader as often as possible to get an intuition for the models and concepts. Helpful information is given on how to use and implement these models and concepts in practical terms. This practice-orientation makes this book different from others belonging to this category ... the text is also well suited as a textbook for a quantitative-oriented introductory course on finance at universities or other academic institutions ... one can say that this introductory book in offering a well balanced and up-to-date introduction to the theory and practice of mathematical finance overshadows many other books available on the same subject.' Zentralblatt MATH
Dewey Edition
22
TitleLeading
The
Series Volume Number
Series Number 8
Illustrated
Yes
Dewey Decimal
332.01/51
Table Of Content
Preface; Acknowledgements; 1. Risk; 2. Pricing methodologies and arbitrage; 3. Trees and option pricing; 4. Practicalities; 5. The Ito calculus; 6. Risk neutrality and martingale measures; 7. The practical pricing of a European option; 8. Continuous barrier options; 9. Multi-look exotic options; 10. Static replication; 11. Multiple sources of risk; 12. Options with early exercise features; 13. Interest rate derivatives; 14. The pricing of exotic interest rate derivatives; 15. Incomplete markets and jump-diffusion processes; 16. Stochastic volatility; 17. Variance gamma models; 18. Smile dynamics and the pricing of exotic options; Appendix A. Financial and mathematical jargon; Appendix B. Computer projects; Appendix C. Elements of probability theory; Appendix D. Hints and answers to exercises; Bibliography; Index.
Synopsis
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., The second edition of a successful text providing the working knowledge needed to become a good quantitative analyst. An ideal introduction to mathematical finance, readers will gain a clear understanding of the intuition behind derivatives pricing, how models are implemented, and how they are used and adapted in practice.
LC Classification Number
HG6024.A3J67 2008
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- t***6 (1748)- Feedback left by buyer.Past yearVerified purchaseExcellent service from start to finish! The product arrived exactly as described—high quality, well-packaged, and delivered quickly. Communication with the seller was smooth and professional. You can tell they care about customer satisfaction. I'm extremely happy with my purchase and would absolutely buy from this seller again. Highly recommended to anyone looking for a trustworthy and reliable eBay experience!AJ Lee Signed 8x10 Photo JSA Certified Autograph WWE AEW - Toploader (#316219632599)