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100 1 Joshi, M. S.|q(Mark Suresh),|d1969-
245 14 The concepts and practice of mathematical finance /|cM.S.
Joshi.
250 2nd ed.
260 Cambridge ;|aNew York :|bCambridge University Press,
|c2008.
300 xviii, 539 p. :|bill. ;|c26 cm.
490 1 Mathematics, finance and risk.
500 Previous ed. published: Cambridge: Cambridge University
Press, 2003.
505 0 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.
650 0 Derivative securities|xPrices|xMathematical models.
650 0 Options (Finance)|xPrices|xMathematical models.
650 0 Interest rates|xMathematical models.
650 0 Finance|xMathematical models.
650 0 Investments|xMathematics.
650 0 Risk management|xMathematical models.
830 0 Mathematics, finance, and risk.
