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....
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More Mathematical Finance PWPThe long-awaited sequel to the Concepts and Practice of ZRmMathematical Finance has now anived. Taking up where thefirst volume left off, a range of topics is covered in depth MoreExtensive sections include portfolio credit derivatives. quasi-Monte Ca rlo , the calibration and implemen t.l tion of 由 eL1 BOR market model , the acceleration of binomial trees ，由 e 之 MathematicalFourier transform in option pricing and much more ωThroughout Mark Joshi brings his new unique blend of 同E由 eo町， lucidity, practicality and experience to bear on Issues Financerelevant to 由 e working quanti t.ltive analyst. m E 巳ω 2Praise for the Concepts and Practice ofMathematical Finance: - 响 Mark Joshi咱 vershadows many 。由 er books available on the same subject - 言 ωZentralBlall Math =Mark Joshi succeeds admirably - an excellent s 臼 rting point for a nnumerate person in the field of mathematical finance.·· Risk mMagazineVery few books provide a balance between financialtheory and ]practice. This book is one of the few books that strikes 由 at OMEbalance. .. SIAM Review ISBN 978-0-9871228-0-3 90000 > ii - -nr-o- i-‘ i一白 - 一 -c3- 一 - -VA- - 舍 W 、 白 n F EZ-、 、 r d E - 、 一 一 ...