{"product_id":"the-concepts-and-practice-of-mark-s-joshi-9780521514088","title":"The Concepts and Practice of Mathematical Finance","description":"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.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Mark S. Joshi\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 0521514088\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9780521514088\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Cambridge University Press\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 10\/30\/2008\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 558\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 2.70lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.80h x 6.70w x 1.20d","brand":"Mark S. Joshi","offers":[{"title":"Hardcover","offer_id":44119809360127,"sku":"9780521514088","price":93.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_74f4d78d-6a8f-412b-b58c-894312597f30.jpg?v=1687411048","url":"https:\/\/www.whiterainbookhouse.com\/products\/the-concepts-and-practice-of-mark-s-joshi-9780521514088","provider":"WR Book House","version":"1.0","type":"link"}