The Concepts and practice of mathematical finance
By: Mark S. Joshi
Series: Mathematics, finance, and risk
Publisher: Cambridge University Press; Brand: Cambridge University Press
Published: 2003
Place of publication: Cambridge, U.K; New York
Language: eng
Number of pages: 473
Subjects: Derivative securities -- Prices -- Mathematical models; Options (Finance) -- Prices -- Mathematical models; Interest rates -- Mathematical models; Finance -- Mathematical models; Investments -- Mathematics; Risk management -- Mathematical models
Notes: Includes bibliographical references ( p. 462-467) and index