More mathematical finance

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The long-awaited sequel to the "Concepts and Practice of Mathematical Finance" has now arrived. Taking up where the first volume left off, a range of topics is covered in depth. Extensive sections include portfolio credit derivatives, quasi-Monte Carlo, the calibration and implementation of the LIBOR market model, the acceleration of binomial trees, the Fourier transform in option pricing and much more. Throughout Mark Joshi brings his unique blend of theory, lucidity, practicality and experien…

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Title Statements

Full title :More mathematical finance / Mark S. Joshi.

Summary

Edition Statements

Publication Date:2011.

Publication Statements

Publisher(s):Pilot Whale Press
Place of Publication:Melbourne, [Victoria]
Language:eng
Publication Date:2011.

The Physical Object

Description:xv, 484 pages : : illustrations ; : 27 cm

Edition Identifiers

ISBN:9780987122803, 0987122800
oclc:ocn768068252
LC Classification:HG6024.A3
Dewey Decimal:332.0151

Subjects

Derivative securities -- Prices Finance -- mathematical models Finances -- Modèles mathématiques Gestion du risque -- Modèles mathématiq… Instruments dérivés (Finances) -- Prix Interest rates -- mathematical models Investissements -- Mathématiques Investments -- Mathematics Options (Finance) -- Prices Options (Finances) -- Prix Risk management -- Mathematical models Taux d'intérêt -- Modèles mathématiques