HomeGroupsTalkZeitgeist
Hide this

Results from Google Books

Click on a thumbnail to go to Google Books.

The Concepts and Practice of Mathematical…
Loading...

The Concepts and Practice of Mathematical Finance

by Mark S. Joshi

MembersReviewsPopularityAverage ratingConversations
651183,505 (4.42)None

None.

None
Loading...

Sign up for LibraryThing to find out whether you'll like this book.

No current Talk conversations about this book.

Authors homepage http://www.markjoshi.com ( )
  knol | May 12, 2008 |
no reviews | add a review
You must log in to edit Common Knowledge data.
For more help see the Common Knowledge help page.
Series (with order)
Canonical title
Original title
Alternative titles
Original publication date
People/Characters
Important places
Important events
Related movies
Awards and honors
Epigraph
Dedication
First words
Quotations
Last words
Disambiguation notice
Publisher's editors
Blurbers
Publisher series
Original language

References to this work on external resources.

Wikipedia in English

None

Book description
Haiku summary

Amazon.com Product Description (ISBN 0521823552, Hardcover)

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.

(retrieved from Amazon Thu, 12 Mar 2015 18:03:42 -0400)

(see all 2 descriptions)

No library descriptions found.

LibraryThing Author

Mark S. Joshi is a LibraryThing Author, an author who lists their personal library on LibraryThing.

profile page | author page

Quick Links

Swap Ebooks Audio
10 wanted

Popular covers

Rating

Average: (4.42)
0.5
1
1.5
2
2.5
3
3.5 1
4 2
4.5
5 3

 

About | Contact | Privacy/Terms | Help/FAQs | Blog | Store | APIs | TinyCat | Legacy Libraries | Early Reviewers | Common Knowledge | 119,422,575 books! | Top bar: Always visible