|
Books > Business & Economics > Finance & accounting > Finance
|
Buy Now
The Concepts and Practice of Mathematical Finance (Hardcover, 2nd Revised edition)
Loot Price: R2,148
Discovery Miles 21 480
|
|
|
The Concepts and Practice of Mathematical Finance (Hardcover, 2nd Revised edition)
Series: Mathematics, Finance and Risk
Expected to ship within 9 - 17 working days
|
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.
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
|
You might also like..
|
Email address subscribed successfully.
A activation email has been sent to you.
Please click the link in that email to activate your subscription.
Welcome to Loot.co.za!
Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
(1)
