(UL)
  • The concepts and practice of mathematical finance
    Joshi, Mark Suresh, 1969-
    For those starting out as practitioners of mathematical finance, this is an ideal introduction. It provides the reader with a clear understanding of the intuition behind derivatives pricing, how ... models are implemented, and how theyare used and adapted in practice. Strengths and weaknesses of different models, e.g. Black-Scholes, stochastic volatility, jump-diffusion and variancegamma, are examined. Both the theory and the implementation of the industry-standard LIBOR market model are considered in detail. Uniquely, the book includes extensive discussion of the ideas behind the models, and is even-handed in examining various approaches to the subject. Thus each pricing problem is solved using several methods. Worked examples and exercises, with answers, are provided in plenty, and computer projects are given for many problems. 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.
    Vrsta gradiva - učbenik
    Založništvo in izdelava - Cambridge (U.K.) [etc.] : Cambridge University Press, 2004
    Jezik - angleški
    ISBN - 0-521-82355-2
    COBISS.SI-ID - 15145702

Knjižnica Signatura – lokacija, inventarna št. ... Status izvoda
EF, Centralna ekonomska knjižnica, Ljubljana · Prosti p.
N3 JOSHI M. Concepts and
IN: 000211292 		prosto - na dom, čas izposoje: 1 mes.
FMF, Fizikalna, astronomska in meteorološka knjižnica, Ljubljana Skladišče-Jadranska 21
Matematika
1154 		prosto - na dom, čas izposoje: 1 mes.
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