The Concepts and practice of mathematical finance Mark S. Joshi.
By: Joshi, M. S. (Mark Suresh)
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Series: Mathematics, finance and risk.Cambridge, U.K. New York Cambridge University Press 2003Description: xvii, 473 páginas ilustrado 26 cm.ISBN: 0521823552.Subject(s): Derivative securities -- Prices -- Mathematical models | Options (finance) -- Prices -- Mathematical models | Interest rates -- Mathematical models | Finance -- Mathematical models | Investments -- Mathematics | Risk management -- Mathematical models | Valor derivado -- Precios | Opción (finanzas) -- Precios | Tasa de interés -- Precios | Inversion -- Matemáticas | Finanzas -- Modelo matemáticoDDC classification: 658.152 Online resources: Publisher description | Table of contents | Item type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode | Item holds |
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Libros
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Biblioteca Central | General | 658.152 / J83t (Browse shelf) | Ej.1 | Available | 8000022250 |
Incluye referencias bibliografícas (p. 462-467) e índice.
Risk -- Pricing methodologics 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 -- Statis replication -- Multiple sources of risk -- Options with early exercise features -- Interest rate derivaties -- 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
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