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Complete ANSI\/ISO-compatible C++ source code is included on a CD for the reader to study and re-use and so develop the skills needed to implement financial models with object-oriented programs and become a working financial engineer.  Please note the CD supplied with this book is platform-dependent and PC users will not be able to use the files without manual intervention in order to remove extraneous characters. Cambridge University Press apologises for this error. 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Strengths and weaknesses of different models, e.g. Black-Scholes, stochastic volatility, jump-diffusion and variance gamma, are examined. Both the theory and the implementation of the industry-standard LIBOR market model are considered in detail. Each pricing problem is approached using multiple techniques including the well-known PDE and martingale approaches. This second edition contains many more worked examples and over 200 exercises with detailed solutions. Extensive appendices provide a guide to jargon, a recap of the elements of probability theory, and a collection of computer projects. 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The author brings to this book a blend of practical experience and rigorous mathematical background, and supplies here the working knowledge needed to become a good quantitative analyst.","brand":"WoB","offers":[{"title":"GB \/ VERY_GOOD \/ INTERNAL","offer_id":50483020103953,"sku":"GOR004801372","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"US \/ VERY_GOOD \/ SBYB","offer_id":50575865708817,"sku":"CIN0521823552VG","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"GB \/ GOOD \/ INTERNAL","offer_id":51720766554385,"sku":"GOR007411498","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"GB \/ LIKE_NEW \/ INTERNAL","offer_id":53163086709009,"sku":"GOR010532793","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"US \/ GOOD \/ SBYB","offer_id":53533513285905,"sku":"CIN0521823552G","price":0.0,"currency_code":"GBP","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/0521823552.jpg?v=1750976583"},{"product_id":"introduction-to-mathematical-portfolio-theory-book-mark-s-joshi-9781107042315","title":"Introduction to Mathematical Portfolio Theory","description":"In this concise yet comprehensive guide to the mathematics of modern portfolio theory the authors discuss mean-variance analysis, factor models, utility theory, stochastic dominance, very long term investing, the capital asset pricing model, risk measures including VAR, coherence, market efficiency, rationality and the modelling of actuarial liabilities. Each topic is clearly explained with assumptions, mathematics, limitations, problems and solutions presented in turn. Joshi's trademark style of clarity and practicality is here brought to classical financial mathematics. The book is suitable for mathematically trained students in actuarial studies, business and economics as well as mathematics and finance, and it can be used for both self-study and as a course text. 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