The Concepts and practice of mathematical finance /
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| Author / Creator: | Joshi, M. S. (Mark Suresh), 1969- |
|---|---|
| Imprint: | Cambridge, U.K. ; New York : Cambridge University Press, 2003. |
| Description: | xvii, 473 pages : illustrations ; 26 cm. |
| Language: | English |
| Series: | Mathematics, finance, and risk Mathematics, finance, and risk. |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/5360313 |
MARC
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| 100 | 1 | |a Joshi, M. S. |q (Mark Suresh), |d 1969- | |
| 245 | 1 | 4 | |a The Concepts and practice of mathematical finance / |c Mark S. Joshi. |
| 260 | |a Cambridge, U.K. ; |a New York : |b Cambridge University Press, |c 2003. | ||
| 300 | |a xvii, 473 pages : |b illustrations ; |c 26 cm. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a unmediated |b n |2 rdamedia | ||
| 338 | |a volume |b nc |2 rdacarrier | ||
| 490 | 1 | |a Mathematics, finance, and risk | |
| 504 | |a Includes bibliographical references (pages 462-467) and index. | ||
| 505 | 0 | |a 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 | |a Derivative securities |x Prices |x Mathematical models. | |
| 650 | 0 | |a Options (Finance) |x Prices |x Mathematical models. | |
| 650 | 0 | |a Interest rates |x Mathematical models. | |
| 650 | 0 | |a Finance |x Mathematical models. | |
| 650 | 0 | |a Investments |x Mathematics. | |
| 650 | 0 | |a Risk management |x Mathematical models. | |
| 650 | 7 | |a Derivative securities |x Prices |x Mathematical models. |2 fast |0 (OCoLC)fst00891028 | |
| 650 | 7 | |a Finance |x Mathematical models. |2 fast |0 (OCoLC)fst00924398 | |
| 650 | 7 | |a Interest rates |x Mathematical models. |2 fast |0 (OCoLC)fst00976191 | |
| 650 | 7 | |a Investments |x Mathematics. |2 fast |0 (OCoLC)fst00978278 | |
| 650 | 7 | |a Options (Finance) |x Prices |x Mathematical models. |2 fast |0 (OCoLC)fst01046902 | |
| 650 | 7 | |a Risk management |x Mathematical models. |2 fast |0 (OCoLC)fst01098179 | |
| 830 | 0 | |a Mathematics, finance, and risk. | |
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