Zur Startseite gehen
0,00 €*
Cover: 9780521514088 | The Concepts and Practice of Mathematical Finance | Mark S. Joshi
Dekorationsartikel gehören nicht zum Leistungsumfang.
The Concepts and Practice of Mathematical Finance
Buch von Mark S. Joshi
Sprache: Englisch

96,90 €*

inkl. MwSt.

Versandkostenfrei per Post / DHL

Lieferzeit 1-2 Wochen

Kategorien:
Beschreibung
The second edition of a successful text providing the working knowledge needed to become a good quantitative analyst.
The second edition of a successful text providing the working knowledge needed to become a good quantitative analyst.
Über 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.
Inhaltsverzeichnis
Preface; Acknowledgements; 1. Risk; 2. Pricing methodologies and arbitrage; 3. Trees and option pricing; 4. Practicalities; 5. The Ito calculus; 6. Risk neutrality and martingale measures; 7. The practical pricing of a European option; 8. Continuous barrier options; 9. Multi-look exotic options; 10. Static replication; 11. Multiple sources of risk; 12. Options with early exercise features; 13. Interest rate derivatives; 14. The pricing of exotic interest rate derivatives; 15. Incomplete markets and jump-diffusion processes; 16. Stochastic volatility; 17. Variance gamma models; 18. Smile dynamics and the pricing of exotic options; Appendix A. Financial and mathematical jargon; Appendix B. Computer projects; Appendix C. Elements of probability theory; Appendix D. Hints and answers to exercises; Bibliography; Index.
Details
Erscheinungsjahr: 2014
Fachbereich: Betriebswirtschaft
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Buch
Inhalt: Gebunden
ISBN-13: 9780521514088
ISBN-10: 0521514088
Sprache: Englisch
Ausstattung / Beilage: HC gerader Rücken kaschiert
Einband: Gebunden
Autor: Joshi, Mark S.
Hersteller: Cambridge University Press
Maße: 250 x 175 x 34 mm
Von/Mit: Mark S. Joshi
Erscheinungsdatum: 03.12.2014
Gewicht: 1,13 kg
Artikel-ID: 101773517
Über 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.
Inhaltsverzeichnis
Preface; Acknowledgements; 1. Risk; 2. Pricing methodologies and arbitrage; 3. Trees and option pricing; 4. Practicalities; 5. The Ito calculus; 6. Risk neutrality and martingale measures; 7. The practical pricing of a European option; 8. Continuous barrier options; 9. Multi-look exotic options; 10. Static replication; 11. Multiple sources of risk; 12. Options with early exercise features; 13. Interest rate derivatives; 14. The pricing of exotic interest rate derivatives; 15. Incomplete markets and jump-diffusion processes; 16. Stochastic volatility; 17. Variance gamma models; 18. Smile dynamics and the pricing of exotic options; Appendix A. Financial and mathematical jargon; Appendix B. Computer projects; Appendix C. Elements of probability theory; Appendix D. Hints and answers to exercises; Bibliography; Index.
Details
Erscheinungsjahr: 2014
Fachbereich: Betriebswirtschaft
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Buch
Inhalt: Gebunden
ISBN-13: 9780521514088
ISBN-10: 0521514088
Sprache: Englisch
Ausstattung / Beilage: HC gerader Rücken kaschiert
Einband: Gebunden
Autor: Joshi, Mark S.
Hersteller: Cambridge University Press
Maße: 250 x 175 x 34 mm
Von/Mit: Mark S. Joshi
Erscheinungsdatum: 03.12.2014
Gewicht: 1,13 kg
Artikel-ID: 101773517
Warnhinweis

Ähnliche Produkte

Diese Website verwendet Cookies, um eine bestmögliche Erfahrung bieten zu können. Mehr Informationen ...