The Concepts and Practice of Mathematical Finance Год выпуска: 2004Автор: Mark S. JoshiИздательство: Cambridge University PressСтраниц: 492ISBN: 0521823552, 978-0521823555Описание This introductory text provides a clear understanding of the intuition behind derivatives pricing, how models are implemented, and how they are used and adapted in practice. M. Joshi covers the strengths and weaknesses of such models as stochastic volatility, jump diffusion, and variance gamma, as well as the Black-Scholes. Examples and exercises, with answers, as well as computer projects, challenge the mind and encourage learning how to become a good quantitative analyst.
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Александр Юлия, доброе время суток! Защитил диплом после вашего сопровождения на "ХОРОШО", конечно немного не справедливо, считаю что выступил лучше, чем оценили... но комиссия очень жадная до пятерок. Спасибо Вам огромное!
