The Concepts And Practice Of Mathematical Finance (mathematics, Finance And Risk)
by Mark S. Joshi /
2004 / English / PDF
4.6 MB Download
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.
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.
