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[T122.Ebook] Download Ebook More Mathematical Finance, by Mark Suresh Joshi

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The long-awaited sequel to the "Concepts and Practice of Mathematical Finance" has now arrived. Taking up where the first volume left off, a range of topics is covered in depth. Extensive sections include portfolio credit derivatives, quasi-Monte Carlo, the calibration and implementation of the LIBOR market model, the acceleration of binomial trees, the Fourier transform in option pricing and much more. Throughout Mark Joshi brings his unique blend of theory, lucidity, practicality and experience to bear on issues relevant to the working quantitative analyst.

"More Mathematical Finance" is Mark Joshi's fourth book. His previous books including "C++ Design Patterns and Derivatives Pricing" and "Quant Job Interview Questions and Answers" have proven to be indispensable for individuals seeking to become quantitative analysts. His new book continues this trend with a clear exposition of a range of models and techniques in the field of derivatives pricing. Each chapter is accompanied by a set of exercises. These are of a variety of types including simple proofs, complicated derivations and computer projects.

Chapter 1. Optionality, convexity and volatility 1

Chapter 2. Where does the money go? 9

Chapter 3. The Bachelier model 23

Chapter 4. Deriving the Delta 29

Chapter 5. Volatility derivatives and model-free dynamic replication 33

Chapter 6. Credit derivatives 41

Chapter 7. The Monte Carlo pricing of portfolio credit derivatives 53

Chapter 8. Quasi-analytic methods for pricing portfolio credit derivatives 71

Chapter 9. Implied correlation for portfolio credit derivatives 81

Chapter 10. Alternate models for portfolio credit derivatives 93

Chapter 11. The non-commutativity of discretization 113

Chapter 12. What is a factor? 129

Chapter 13. Early exercise and Monte Carlo Simulation 151

Chapter 14. The Brownian bridge 175

Chapter 15. Quasi Monte Carlo Simulation 185

Chapter 16. Pricing continuous barrier options using a jump-diffusion model 207

Chapter 17. The Fourier-Laplace transform and option pricing 219

Chapter 18. The cos method 253

Chapter 19. What are market models? 265

Chapter 20. Discounting in market models 281

Chapter 21. Drifts again 293

Chapter 22. Adjoint and automatic Greeks 307

Chapter 23. Estimating correlation for the LIBOR market model 327

Chapter 24. Swap-rate market models 341

Chapter 25. Calibrating market models 363

Chapter 26. Cross-currency market models 389

Chapter 27. Mixture models 401

Chapter 28. The convergence of binomial trees 407

Chapter 29. Asymmetry in option pricing 433

Chapter 30. A perfect model? 443

Chapter 31. The fundamental theorem of asset pricing. 449

Appendix A. The discrete Fourier transform 457

Praise for the Concepts and Practice of Mathematical Finance:

"overshadows many other books available on the same subject" -- ZentralBlatt Math

"Mark Joshi succeeds admirably - an excellent starting point for a numerate person in the field of mathematical finance." -- Risk Magazine

"Very few books provide a balance between financial theory and practice. This book is one of the few books that strikes that balance." -- SIAM Review

Sales Rank: #836085 in Books
Brand: Brand: Pilot Whale Press
Published on: 2011-09-01
Original language: English
Number of items: 1
Dimensions: 10.00" h x 1.06" w x 7.01" l, 2.38 pounds
Binding: Hardcover
502 pages

Features

Used Book in Good Condition

Most helpful customer reviews

4 of 4 people found the following review helpful.
Essential reading
By M. Staunton
Far too many math finance theory books have such a high ratio of complex equations and Ito calculus to words that they defy understanding - this is a wonderful antidote to such horrors

Instead, Mark starts with key building blocks such as the Black-Scholes and Merton jump diffusion models and builds a great depth of understanding by concentrating on the practical. Despite it's rather formal title "the non-commutativity of discretization", chapter 11 is thought-provoking and unique; similarly the chapters on Fourier transforms and the Cos method really do give so much insight into what's going on, yet in a way that students will find easy to grasp

If that's what Mark can do with material that others have developed, you can but imagine how good his chapters on the Libor Market model and the use of intensity gamma for credit derivatives are

And, unlike some authors of theory books,Mark also has a great feel for the numerical methods used to implement option pricing as the chapter on the convergence of binomial trees confirms

2 of 2 people found the following review helpful.
Excellent follow-on to Concepts!
By Andrew D.
This book is an excellent continuation from The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk).

The topics are varied, interesting, and relevant, all providing important insight into an area of financial maths. Sections can be read independently so you can jump straight into the topics which are most relevant to you and easily revise specific subject matter.

As usual, everything is written in the author's clear and easy to understand style. As well as presenting formal proofs of relevant theorems readers gain a practical understanding of why results hold and how they are used in the real world (numerical methods are particularly well covered).

In summary, this is an excellent book and well worth reading to continue your education in financial maths.

1 of 1 people found the following review helpful.
Another great book!!
By CA
I found More Mathematical Finance to be a wonderful follow up to Concepts. It covers a wide variety of not only interesting math finance problems, but also very practically relevant ones. Mark maintains his trademark style and makes potentially challenging concepts seem quite straightforward. In addition, the insights and intuition provided allowed me to obtain a really in depth understanding of the material presented.

I studied Concepts while at university and found it to be an extremely useful resource. I am now working in the city and have similarly found More Mathematical Finance to be very useful since I've had it. Many important aspects of market models not covered (or touched upon briefly) in Concepts are covered in great depth here. In addition, the chapter on early exercise and Monte Carlo is extremely clear and concise, and is one of the best descriptions of this difficult topic that I have found in the literature. Similarly for Quasi-Monte Carlo.

As mentioned above, it has been really helpful with work - I have just had to implement the pathwise method for LMM and found the chapter on adjoint methods to be a great resource. It went well beyond the algorithms needed and gave me a full appreciation of the topic as a whole and the subtleties involved which definitely helped me impress at work.

In summary, if you liked Concepts then you will find More Mathematical Finance very useful, particularly if you are working in industry or looking to study practically relevant problems. I cannot recommend it highly enough - definitely 5 stars!

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• Exclusive Spore poster and comic!
• Make cool creatures, fantastical buildings, and strange vehicles with our expert modeling tips.
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• Full catalog of creator parts, complete with stats and tips for use.
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Sales Rank: #1409258 in Books
Brand: Brand: Prima Games
Published on: 2008-09-07
Released on: 2008-09-07
Original language: English
Number of items: 1
Dimensions: 10.85" h x .35" w x 7.95" l, 1.11 pounds
Binding: Paperback
208 pages

Features

Used Book in Good Condition

Excerpt. © Reprinted by permission. All rights reserved.
1) Your actions in earlier stages affect your starting points in later stages. For example, if you’re an aggressive race in the Tribal Stage, you will begin the Civilization Stage as a military society. If you win over other tribes by performing songs or giving them gifts, you will begin the Civilization Stage as a religious or economic society, respectively.

Most helpful customer reviews

1 of 1 people found the following review helpful.
Sorry, but the worst Prima Guide ever written
By Sharky Green
Ok, to start with I need to state very clearly I am not a beginning gamer nor am I a beginner to playing Spore, and I totally get how complicated writing a Prima Guide can be.

However, this publication is merely an extension of pre-release marketing material. It would appear the authors have never played the game, or if they have, never played it longer than ten minutes at any given stage.

There are not even attempts to provide walk-throughs for some of the minimum-complexity achievements at any Stage of the game (*gasp* Not Even Space Stage?! No, dear reader, not even Space Stage), let alone explanations of what some of the achievements mean.

This publication would be a complete waste of money if not for the obvious high quality graphic layouts on every single page and the perfect thickness of the combined pages to exactly balance out the short-leg of a three-legged stool.

Note to the publisher: recommission these same authors to do the job right and give them enough time and money to deliver. This guide does not even deserve to have the name Prima associated with it.

0 of 0 people found the following review helpful.
great
By Amazon Customer
Very pleased with my product. Great book and helps out with the game drenendously. Book was in brand new condition.

2 of 2 people found the following review helpful.
Handy Reference but could use better visuals
By CPenn
I've found the guide to be a very handy reference when I need a quick explanation of something. It could use some better visuals when describing certain functions, such as the terraforming panels, etc.

Overall, it's good to have it around so you don't get lost. It's definately not a walkthrough guide, but a pretty good reference.

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Senin, 28 Juli 2014

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Essentials of Pharmacoeconomics [Paperback] Karen Rascati (Author)

Sales Rank: #3098248 in Books
Published on: 2008
Number of items: 2
Binding: Paperback

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Do you want to exude a presence that captivates people? Be memorable and make better impressions? Do you want to make people stand up and notice when you enter a room?

What about becoming that person who simply draws others like a magnet?

Here's the thing about charisma - it's dissectible, learnable, and everyone has their own definition of it.

Everyday Charisma isn't about copying something or someone that isn't you and will never be. Fake it 'til you make it simply isn't helpful advice.

True everyday charisma is finding your own charismatic self to integrate into your daily life. It's far more than a simple set of instructions; it's all about a life and mindset overhaul.

Everyday charisma, huge results.

Charisma is how others perceive you, and you will gain actionable, and most importantly, practical and realistic guidelines to influence that. You get the "how to" along with the "why" with a multitude of illustrative examples.

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Sales Rank: #4720 in Audible
Published on: 2015-09-30
Format: Unabridged
Original language: English
Running time: 111 minutes

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12 of 12 people found the following review helpful.
Blueprint on How to be Charming!!!
By Brandon Johnston
Let me first say I am NOT a paid reviewer (see my other reviews) I am hoping you will read this and understand how grateful I am to Patrick King. This book is a short read compared to other books, but each topic is to the point. People will read this statement as if I am saying there is not a lot of info in it, NO! This book cuts out what the other books does not. Other books wants to use fillers of pointless information, as if they want you to believe what they are saying.Patrick information is so valuable, I watch myself nodding constantly, cause what he said made sense.
This book is like a blueprint on how to live a charming/charismatic life. You will be mesmerized on how Patrick lays out the information in a way that you can implement this blueprint in your life everyday. This will be my go to book!

15 of 16 people found the following review helpful.
Wow, this book really shattered some limiting beliefs!
By DM
Wow, this book really shattered some limiting beliefs! One stand out for me was the way "presence" was defined and how it can be increased. The author has a very direct way of explaining exactly how to become more charismatic, and I like the way the author illustrated the techniques with real people such as Bill Clinton. Extra points for the "cheat sheet" attached to the end of the book.!

16 of 18 people found the following review helpful.
It's funny, I had the same experience as the author ...
By Tom Craft
It's funny, I had the same experience as the author when I met Bill Clinton. When I met him, it was only a couple of years ago so he wasn't the president anymore and was a bit older, but he possessed the same kind of "je ne sais quos" that I just couldn't put my finger on. It's helped me understand what was happening in the background, those small subtle things that made him such a presence in the room. Plus a lot of other stuff about being charismatic that had never really occurred to me but seems to hold true with every magnetic person I know. The author seems to have nailed what makes someone charismatic, and breaks it into small steps. Thanks.

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[Y367.Ebook] Ebook GNSS Applications and Methods [With DVD] (GNSS Technology and Applications), by Scott Gleason

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Over the past few years, the growth of GNSS applications has been staggering. And, this trend promises to continue in the foreseeable future. Placing emphasis on applications development, this unique and timely resource offers a highly practical overview of GNSS (global navigation satellite systems), including GPS. The applications presented in the book range from the traditional location and directions...to more exotic areas, such as remote sensing and space weather monitoring. Written by leading experts in the field, the book presents the fundamental underpinnings of GNSS and provides professionals with detailed examples of various GNSS applications. Practitioners also gain keen insight on the integration of GNSS with other signals and sensors. This title includes a CD-ROM! It contains valuable processing tools and data sets to complement many of the applications presented in the book.

Sales Rank: #1724676 in Books
Published on: 2009-07-30
Original language: English
Number of items: 1
Dimensions: 10.00" h x 7.25" w x 1.25" l, 2.80 pounds
Binding: Hardcover
508 pages

About the Author
Scott Gleason is a principal navigation systems engineer at EADS Astrium Limited in Portsmouth, U.K. He has written numerous conference papers and articles in peer reviewed journals. Demoz Gebre-Egziabher is an assistant professor in the Department of Aerospace Engineering and Mechanics at the University of Minnesota in Twin Cities. He also serves as an affiliate faculty member in the Department of Electrical and Computer Engineering at that same university.

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0 of 1 people found the following review helpful.
Offering insights critical to future development projects
By Midwest Book Review
College-level collections strong in GNSS technology will find GNSS Applications and Methods a top reference. It's written by leading experts and discusses the basics of GNSS, providing many examples of applications and including software with processing tools and real GPS data sets. Professionals already well versed in GNSS will find this both a refresher course and a template for advancing skills, offering insights critical to future development projects.

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Sabtu, 19 Juli 2014

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Published on: 1600
Binding: Paperback

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[V134.Ebook] Free Ebook Creating Mental Illness by Horwitz, Allan V. (2002) Paperback, by Allan V. Horwitz

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Published on: 1600
Binding: Paperback

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88 of 91 people found the following review helpful.
A sociologist looks at the mental health professions
By A Customer
Dr. Horwitz provides in this book a well researched assessment of the current state of affairs of the mental health system, primarily in America. He discusses the growth of the number of accepted mental disorders from only a few (around 1900) to somewhere around 500 (DSM-IV, for instance). Much of this growth seems to be attributable to efforts to get third-party payers (generally insurance companies) to pay for treatment.
Horwitz presents plenty of evidence and argument about how clinical trials favor the use of psychiatric medications over counseling (it is difficult to conduct a double-blind controlled, with placebo, study with counseling: usually someone knows when he/she is being counseled or not counseled). He presents additional evidence that professionally trained counselors/therapists have not been shown to be better than untrained counselors -- for the main ingredients in counseling are empathy and support (something often missing in professionally trained mental health workers). He discusses how many of the "new" disorders (that give 500, versus the few that were considered to exist in 1900) are merely sociological problems or the result of sociological problems -- and medications do not usually make them go away, but merely help them be tolerated.
My words cannot really do justice to the high quality of this book. Recommended reading for all mental health professionals and for anyone with concerns about the current status of mental health practices in America, and perhaps the world.

30 of 31 people found the following review helpful.
superb for classroom use
By Reader
"Creating Mental Illness" provides an excellent account of how mental disorders are defined, diagnosed and treated, as well as how and why the criteria for them have changed so much over time. I used this book in an upper-level undergraduate course on mental health & policy and my students thoroughly enjoyed it. Very well written and organized, "Creating Mental Illness" is that rare book that is both pleasurable to read and educational. I highly recommend it to anyone wanting to learn more about mental health and disorders.

2 of 2 people found the following review helpful.
A MUST-READ THAT CAPTURES THE HUMAN FACE OF MADNESS
By Timothy Weeks
Sobering and incendiary. Those are two words that surge immediately to mind after reading Creating Mental Illness, a controversial and compelling treatise that redefines the concept of insanity. Written by Allan Horwitz, this startling book presents evidence that most mentally-ill patients aren't actually mentally ill!

"Historically, labels of mental illness were reserved for people whose behavior was extremely strange," Horwitz introduces. Arguing that there are 50 million Americans who meet the criteria for being deranged, but in fact don't have mental disorders - they only suffer from stressful lifestyle choices and from being unable to adapt to their social arrangements.

Horwitz suggests mental illness as a whole has been miscatergorized. For instance, pro wrestlers who choose to drop weight to qualify for a lighter weight class would be classified by most psych docs as candidates for bulimia nervosa, if the docs considered only the facts. He is very critical of the psychoanalysis field and how they have defined mental dysfunction. Creating Mental Illness will make you re-think how you define the insanity and mentally ill at best and give you a panic disorder at worst! Thankfully, the book concludes its diagnosis of modern medicine with a possible cure. Those interested in this topic would also get a lot of our Face of Madness: Hugh W. Diamond and the Origin of Psychiatric Photography.

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[X700.Ebook] PDF Ebook What the Bible Teaches (6 IN 1 ANTHOLOGY), by R. A. Torrey

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Who Is God? Omnipresent, Omnipotent, Eternal, Just. It's east to recite a list of God's attributes, but what does the Bible mean by them? This book will help you grasp both what God is like, and how He has revealed Himself in Scripture. It also gives thorough discussion of: The sovereign, imminent return of Jesus. The work of the Holy Spirit. The fallen nature of man, and God's offering of new life. The purpose and presence of angels. Satan's existence and nature. The character of Jesus. This book is ideal for a personal, intimate Bible study. Fortify your heart with truth as you study the essential doctrines of your faith!

Sales Rank: #1600837 in eBooks
Published on: 2004-05-07
Released on: 2004-05-07
Format: Kindle eBook

From the Back Cover
Who Is God? Omnipresent, Omnipotent, Eternal, JustIt's east to recite a list of God's attributes, but what does the Bible mean by them? This book will help you grasp both what God is like, and how He has revealed Himself in Scripture. It also gives thorough discussion of:-The sovereign, imminent return of Jesus-The work of the Holy Spirit-The fallen nature of man, and God's offering of new life-The purpose and presence of angels-Satan's existence and nature-The character of JesusThis book is ideal for a personal, intimate Bible study. Fortify your heart with truth as you study the essential doctrines of your faith!

About the Author
R. A. Torrey (1856 - 1928) was an American evangelist and Bible scholar. A graduate of Yale College and Seminary, he also studied in German universities. He was ordained to the Congregational ministry in 1878, and became superintendent of the Congregational City Missionary Society of Minneapolis. He had a long association with D. L. Moody and was the first superintendent of the Moody Bible Institute (1889 - 1908). He wrote numerous devotional and theological books, including What the Bible Teaches, How to Work for Christ, and The Person and Work of the Holy Spirit.

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0 of 0 people found the following review helpful.
CG
By Amazon Customer
It is informative, I like how the naratives are explained

24 of 25 people found the following review helpful.
A MUST-HAVE for ANYONE Interested in Christian Theology!
By Joseph T Reinckens II
This is THE book that taught me the BASICS and the advanced concepts of Christian theology -- in plain, simple (albeit somewhat archaic) language -- WITH FULL SUPPORTING BIBLE TEXT (King James Version).
It presents Christian theology, from introductory to fairly advance concepts, as simple straightforward points, with full Bible text, rather than a list of "go look this up" cites.
Torrey was the first dean of Moody Bible Institute and founder Bible Institute of Los Angeles, now BIOLA University. The book is actually a re-worked version of the lecture notes he used in teaching university-level classes such as Introduction to Christian Theology.
Because of the archaic language, most people under the age of about 18 will find it hard to read.
The format is somewhat confusing. Modern readers expect Section Heading, Point, Supporting Text, Next Point, Next Supporting Text, etc., in that order. Torrey has the material in Section Heading, Supporting Text, Summary (Point) format.
I HIGHLY recommend this book. By itself it can take you from novice to advanced level. Even if you already are advanced, it is an excellent reference because the material is well organized AND includes full Bible text.
I run a set of about 15 Christian and Messianic Jewish websites totaling about 4,000 pages of text and I teach at my church. I have not found ANY other book like this -- and I have searched EXTENSIVELY. Modern authors DESCRIBE their view rather than stating it simply and directly supporting it with Bible quotes. Virtually ALL other "What the Bible Teaches"-type books only use cites or are denomination-specific.
To summarize it, the difference between Torrey's book and ALL the others on this subject is like the difference between a video that says "To do this on your computer, press these keys ...." and the typical computer manual that DESCRIBES something and then leaves you to guess how to ACTUALLY do it.

3 of 3 people found the following review helpful.
Hands down the single best source for learning Bible basics
By Joseph T. Reinckens II
I bought a hardcover copy of this years ago (still have it). Hands down, this is the single best source I have ever seen for learning Bible basics. Torrey founded what is now Biola University and was a seminary theology professor for many years. What is not obvious until you have REALLY worked with the book in DETAIL is that these are actually his CLASS LECTURE NOTES reworked into book form. The material is basically at the level of a full year Introduction to Christian Theology course at a four-year Bible college IN THE LATE 1800'S, when academic standards were MUCH tougher than they are today.

Aside from the extensive use of the antiquated King James language, which many modern readers find difficult to understand, modern readers will also find annoying and occasionally confusing his sequence of presentation. He starts with full-text Bible quotes, then sometimes has a discussion, and then has a sentence summarizing the point. Modern readers are used to (1) Introductory sentence, (2) Bible text, (3) Discussion. Even though you know he's presenting the material in a different sequence, I found there is still a tendency to read his summary sentence and try to associate it with the FOLLOWING Bible quote.

This book will be useful to anyone with about a 10th grade education or more--even someone with a Doctor of Theology degree would find it useful (assuming they don't already have a copy).

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The new edition of bestselling CCNA Foundation Learning Guide Library is a comprehensive foundation learning package for the latest CCNA exams. The two books contained in this package, Interconnecting Cisco Network Devices, Part 1 (ICND1) and Interconnecting Cisco Network Devices, Part 2 (ICND2), provide you with the knowledge needed to install, configure, operate, and troubleshoot medium-size route and switched networks, including implementation and verification of connections to remote sites in a WAN. The books will be fully updated to cover the latest CCNA exam topics.

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Sales Rank: #1750750 in Books
Published on: 2013-10-17
Original language: English
Number of items: 2
Dimensions: 9.80" h x 3.10" w x 7.90" l, 4.85 pounds
Binding: Hardcover
1200 pages

About the Author
Anthony Sequeira (Fountain Hills, AZ) MCSD, MCT, MCSE, is a Senior Technical Instructor for KnowledgeNet. Anthony assistns in the development of interactive e-learning courses and delivers Microsoft and Cisco technical training live via the Internet. He has authored a number of computer books.

Most helpful customer reviews

1 of 2 people found the following review helpful.
Limited Scope
By R. Myers
I purchased this Cisco Press book at Cisco's recommendation for the ICND1 and ICND2 exam. I then purchased Cisco's preparation exams, and found that the Exam goes into far more depth than the book covers. Either the practice exam is not scaled to the book and the true exam, or this book is poorly written. Either way, I feel disappointed.

0 of 1 people found the following review helpful.
Five Stars
By Anthony Montero
Excellent Book. I's helped me a lot to get my CCNA Certification.

Recommended 100%.

0 of 2 people found the following review helpful.
Great product! This is something that quality is a must and it was provided. Will buy again! Right price, fast service!
By Peter Walker
Great product! This is something that quality is a must and it was provided. Will buy again! Right price, fast service!

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Pattern transfer by dry etching and plasma-enhanced chemical vapor de position are two of the cornerstone techniques for modern integrated cir cuit fabrication. The success of these methods has also sparked interest in their application to other techniques, such as surface-micromachined sen sors, read/write heads for data storage and magnetic random access memory (MRAM). The extremely complex chemistry and physics of plasmas and their interactions with the exposed surfaces of semiconductors and other materi als is often overlooked at the manufacturing stage. In this case, the process is optimized by an informed "trial-and-error" approach which relies heavily on design-of-experiment techniques and the intuition of the process engineer. The need for regular cleaning of plasma reactors to remove built-up reaction or precursor gas products adds an extra degree of complexity because the interaction of the reactive species in the plasma with the reactor walls can also have a strong effect on the number of these species available for etching or deposition. Since the microelectronics industry depends on having high process yields at each step of the fabrication process, it is imperative that a full understanding of plasma etching and deposition techniques be achieved.

Sales Rank: #5087744 in Books
Published on: 2000-10
Original language: English
Number of items: 1
Dimensions: 9.40" h x 1.23" w x 6.50" l, 2.32 pounds
Binding: Hardcover
655 pages

From the Back Cover
This volume covers the topic of advanced plasma processing techniques, from the fundamental physics of plasmas to diagnostics, modeling and applications such as etching and deposition for microelectronics. The use of plasmas for patterning on a submicron scale has enabled successive generations of continually smaller transistors, lasers, micromachines, sensors and magnetic read/write heads that have formed the basis of our information age. This volume is the first to give coverage to this broad area of topics in a detailed fashion, especially in the rapidly expanding fields of micro-mechanical machines, photomask fabrication, magnetic data storage and reactor modeling. It provides the reader with a broad array of topics, authored by the leading experts in the field.

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