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The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk)

Mark S. Joshi




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 | #2072541 in Books |  Cambridge University Press |  2004-01-26 | Original language:English | PDF # 1 |  9.72 x1.34 x6.85l, | File type: PDF | 492 pages

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||24 of 25 people found the following review helpful.| Best way to start, but has its flaws|By Sidhant|If you are interested in becoming a quant, or are just curious about things like Black-Scholes, Martingale measures etc etc, this is where you should start. The math is rigorous, but manageable, and Joshi writes clearly and concisely.

I however have some issues with the book. First, the typos. This book has just too m| |"Very few books provide a balance between financial theory and practice. This book is one of the few books that strikes that balance."
SIAM Reivew

"Joshi delivers an intuitive introduction to some fairly sophisticated financial engineering."

This introductory text provides a clear understanding of the intuition behind derivatives pricing, how models are implemented, and how they are used and adapted in practice. M. Joshi covers the strengths and weaknesses of such models as stochastic volatility, jump diffusion, and variance gamma, as well as the Black-Scholes. Examples and exercises, with answers, as well as computer projects, challenge the mind and encourage learning how to become a good quantitative analy...

You can specify the type of files you want, for your gadget.The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk)   |  Mark S. Joshi. I was recommended this book by a dear friend of mine.

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