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The Concepts and practice of mathematical finance /

Joshi, M. S.

The Concepts and practice of mathematical finance / Mark S. Joshi. - Cambridge, U.K. New York : Cambridge University Press, c2003. - xvii, 473 p. : ill. ; 26 cm. - Mathematics, finance, and risk .

Includes bibliographical references and index.

ISBN: 0521823552

Subjects--Personal Names:

Subjects--Corporate Names:

Subjects--Topical Terms:
Derivative securities--Prices--Mathematical models.
Options (Finance)--Prices--Mathematical models.
Interest rates--Mathematical models.
Finance--Mathematical models.
Investments--Mathematics.
Risk management--Mathematical models.

Dewey Class. No.: 332 JOS

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