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 to cart. $32.09, 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. $32.20, 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. $34.43, fair condition, Sold by BooksRun rated 4.0 out of 5 stars, ships from Philadelphia, PA, UNITED STATES, published 2008 by Cambridge University Press.
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Fair. The item might be beaten up but readable. May contain markings or highlighting, as well as stains, bent corners, or any other major defect, but the text is not obscured in any way.
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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.
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Add this copy of The Concepts and Practice of Mathematical Finance to cart. $64.13, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2004 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.
