- Main
- Business & Economics - Mathematical Economics
- The Concepts and Practice of...
The Concepts and Practice of Mathematical Finance, Second Edition (Mathematics, Finance and Risk)
Mark S. JoshiSukakah Anda buku ini?
Bagaimana kualitas file yang diunduh?
Unduh buku untuk menilai kualitasnya
Bagaimana kualitas file yang diunduh?
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.
Tahun:
2008
Edisi:
2nd
Penerbit:
Cambridge University Press
Bahasa:
english
Halaman:
557
ISBN 10:
0521514088
ISBN 13:
9780521514088
Nama seri:
Mathematics, Finance and Risk
File:
PDF, 6.58 MB
Tag Anda:
IPFS:
CID , CID Blake2b
english, 2008
Selama 1-5 menit file akan dikirim ke email Anda.
Dalam 1-5 menit file akan dikirim ke Telegram Anda.
Perhatian: Pastikan bahwa Anda telah menautkan akun Anda ke Bot Telegram Z-Library.
Dalam 1-5 menit file akan dikirim ke perangkat Kindle Anda.
Catatan: Anda perlu memverifikasi setiap buku yang ingin Anda kirim ke Kindle Anda. Periksa email Anda untuk yakin adanya email verifikasi dari Amazon Kindle.
Pengubahan menjadi sedang diproses
Pengubahan menjadi gagal
Manfaat status premium
- Kirimlah ke Pembaca online
- Batas unduhan yang ditingkatkan
- Konversi file
- Lebih banyak hasil pencarian
- Manfaat yang lain