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The concepts and practice of mathematical finance /

Joshi, M. S.

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

Includes bibliographical references (p. 526-532) and index

ISBN: 0521514088 (hardback) 9780521514088 (hardback)

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

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