Joshi, Mark S.

The concepts and practice of mathematical finance - 2nd ed. - New York: Cambridge University Press, 2008. - xviii,539p.: ill.;hbk. 26 cm. - Mathematics, finance and risk . - Mathematics, finance and risk .

Includes bibliographical references and index.

9780521514088


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

332.6 JOS