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The Concepts and Practice of Mathematical Finance 2024 pdf epub mobi 電子書下載

The Concepts and Practice of Mathematical Finance

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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.

The Concepts and Practice of Mathematical Finance 2024 pdf epub mobi 電子書下載

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發表於2024-06-01

The Concepts and Practice of Mathematical Finance 2024 pdf epub mobi 電子書下載

The Concepts and Practice of Mathematical Finance 2024 pdf epub mobi 電子書下載

The Concepts and Practice of Mathematical Finance 2024 pdf epub mobi 電子書下載

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出版者:Cambridge University Press

作者:Mark S. Joshi

出品人:

頁數:558

譯者:

出版時間:2008-11-17

價格:USD 98.00

裝幀:Hardcover

isbn號碼:9780521514088

叢書系列:

圖書標籤: quant 金融數學金融/金融工程金融金融工程 finance Finance Options,

The Concepts and Practice of Mathematical Finance 2024 pdf epub mobi 電子書下載

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我來考古，這書幾百年沒看過瞭，不是這專業誰看這種書啊，還有刷題的懷疑人生

評分☆☆☆☆☆

適閤和紅皮書題集一起刷能看齣Joshi的個人思路一脈相承!

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