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Author Joshi, M. S. (Mark Suresh), 1969-
Title The concepts and practice of mathematical finance / M.S. Joshi.
Publication Info Cambridge ; New York : Cambridge University Press, 2008.
Edition 2nd ed.


LOCATION SHELVED AT LOAN TYPE STATUS
 BJL 5th Floor  HG 6024 A3 J8  8 WEEK LOAN  AVAILABLE

Descript xviii, 539 p. : ill. ; 26 cm.
Edition 2nd ed.
Note Previous ed. published: Cambridge: Cambridge University Press, 2003.
Contents Contents: Risk -- Pricing methodologies and arbitrage -- Trees and option pricing -- Practicalities -- The Ito calculus -- Risk neutrality and martingale measures -- The practical pricing of a European option -- continuous barrier options -- Multi-look exotic options -- Static replication -- Multiple sources of risk -- Options with early exercise features -- Interest rate derivatives -- The pricing of exotic interest rate derivatives -- Incomplete markets and jump-diffusion processes -- Stochastic volatility -- Variance gamma models -- Smile dynamics and the pricing of exotic options.
ISBN 9780521514088 (hardback)
0521514088 (hardback)
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Author Joshi, M. S. (Mark Suresh), 1969-
Series Mathematics, finance and risk.
Mathematics, finance, and risk.
Subject Derivative securities -- Prices -- Mathematical models.
Options (Finance) -- Prices -- Mathematical models.
Interest rates -- Mathematical models.
Finance -- Mathematical models.
Investments -- Mathematics.
Risk management -- Mathematical models.
Descript xviii, 539 p. : ill. ; 26 cm.
Edition 2nd ed.
Note Previous ed. published: Cambridge: Cambridge University Press, 2003.
Contents Contents: Risk -- Pricing methodologies and arbitrage -- Trees and option pricing -- Practicalities -- The Ito calculus -- Risk neutrality and martingale measures -- The practical pricing of a European option -- continuous barrier options -- Multi-look exotic options -- Static replication -- Multiple sources of risk -- Options with early exercise features -- Interest rate derivatives -- The pricing of exotic interest rate derivatives -- Incomplete markets and jump-diffusion processes -- Stochastic volatility -- Variance gamma models -- Smile dynamics and the pricing of exotic options.
ISBN 9780521514088 (hardback)
0521514088 (hardback)
Author Joshi, M. S. (Mark Suresh), 1969-
Series Mathematics, finance and risk.
Mathematics, finance, and risk.
Subject Derivative securities -- Prices -- Mathematical models.
Options (Finance) -- Prices -- Mathematical models.
Interest rates -- Mathematical models.
Finance -- Mathematical models.
Investments -- Mathematics.
Risk management -- Mathematical models.
LOCATION SHELVED AT LOAN TYPE STATUS
 BJL 5th Floor  HG 6024 A3 J8  8 WEEK LOAN  AVAILABLE

Subject Derivative securities -- Prices -- Mathematical models.
Options (Finance) -- Prices -- Mathematical models.
Interest rates -- Mathematical models.
Finance -- Mathematical models.
Investments -- Mathematics.
Risk management -- Mathematical models.
Descript xviii, 539 p. : ill. ; 26 cm.
Note Previous ed. published: Cambridge: Cambridge University Press, 2003.
Contents Contents: Risk -- Pricing methodologies and arbitrage -- Trees and option pricing -- Practicalities -- The Ito calculus -- Risk neutrality and martingale measures -- The practical pricing of a European option -- continuous barrier options -- Multi-look exotic options -- Static replication -- Multiple sources of risk -- Options with early exercise features -- Interest rate derivatives -- The pricing of exotic interest rate derivatives -- Incomplete markets and jump-diffusion processes -- Stochastic volatility -- Variance gamma models -- Smile dynamics and the pricing of exotic options.
ISBN 9780521514088 (hardback)
0521514088 (hardback)

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