Books

Review

The Concepts and Practice of Mathematical Finance
by Mark Joshi
Cambridge University Press
492 pages, $55/£33
ISBN 0-52-182355-2

This is a book written for aspiring quants by a quant, about what ‘a good quant ought to know’. This knowledge can essentially be divided into three parts: the fundamental concepts and ideas underpinning modern models for pricing derivatives financial instruments (and ‘mathematical finance’ in the sense of this book certainly is primarily about derivatives); the

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