The Concepts and Practice of Mathematical Finance

M S Joshi Mark S. Joshi

ISBN 10: 0521514088 / ISBN 13: 9780521514088

Verlag: Cambridge University Press CUP, 2008

Beschreibung

pp. xviii + 539 2nd Edition.

Bestandsnummer des Verkäufers 26542438

Bibliografische Details

• Titel: The Concepts and Practice of Mathematical Finance
• Verlag: Cambridge University Press CUP
• Erscheinungsjahr: 2008
• Sprache: Englisch
• ISBN-10: 0521514088
• ISBN-13: 9780521514088
• Einband: Hardcover
• Auflage: 2. Auflage
• Zustand: New

Über diesen Titel

Inhaltsangabe

Second edition of 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.

Über die Autorin bzw. den Autor

Mark S. Joshi is an Associate Professor in the Centre for Actuarial Studies at the University of Melbourne. He has wide experience of teaching courses in financial mathematics and has previously held posts at the University of Cambridge and at Royal Bank of Scotland Group Risk Management. In February 2004 he was appointed Head of Quantitative Research Centre (QUARC) at RBS. He is the author of two books and numerous papers on both financial and pure mathematics, and has been an invited speaker at many international conferences.