TAILIEUCHUNG - More Mathematical Finance

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 experience to bear on issues relevant to the working quantitative analyst | 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 quasiMonte 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 new unique blend of theory lucidity practicality and experience to bear on issues relevant to the working quantitative analyst Praise for the Concepts and Practice of Mathematical Finance overshadows many other books available on the same subject -ZentralBlatt Math Mark Joshi succeeds admirably - an excellent starting point for a numerate person in the field of mathematical finance. -- Risk Magazine Very few books provide a balance between financial theory and practice. This book is one of the few books that strikes that balance. -- SIAM Review PWP More Mathematical Finance Mark Joshi More Mathematical Finance Pilot Whale Press PILOT WHALE PRESS Melbourne Mark Suresh Joshi 2011 This publication is in copyright. Except where permitted by law no reproduction of any part may take place without the written permission of the copyright holder. First published 2011 National Library of Australia Cataloguing-in-Publication entry Author Joshi Mark s. Title More mathematical finance Mark s. Joshi. ISBN 9780987122803 hbk. Notes Includes bibliographical references and index. Subjects Finance-Mathematical models. Business mathematics. Dewey Number Contents Preface xiii Chapter 1. Optionality convexity and volatility 1 . Introduction 1 . Volatility and convexity 1 . Convexity and optionality 3 1 A. Is convexity necessary 7 . Key points 8 . Further reading 8 . Exercises 8 Chapter 2. Where does the money go 9 . Introduction 9 . The money bleed 10 . Analyzing the examples 14 . Volatility convexity and .

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