More mathematical finance

TinMan · August 11th, 2011, 10:00 am

QuoteOriginally posted by: mjThe list price will be 80 dollars. Since it's a 500 page hardback, I think that this is reasonable.Sounds reasonable to me.

mit · August 13th, 2011, 8:37 am

how about more focus on equity - volality, correlation?correlation trading in equity?

mj · August 23rd, 2011, 12:13 am

Thanks but the book is beyond that level of changes.In fact, I ordered proofs this morning.

mj · August 23rd, 2011, 11:10 pm

Now pre-orderable from barnesandnoble with a 32% discount.

Hansi · August 25th, 2011, 5:30 pm

Any estimate on when it will be available for order from Amazon.co.uk?

mj · August 25th, 2011, 8:33 pm

it's listed on books in print so it's simply a question of when the publishers choose to list it. Some publishers don't use books in print. The Barnes and Noble deal is rather good -- they will make a loss on every copy.

Edgey · August 26th, 2011, 9:48 am

FYI: Barnes and Noble add $13 for International orders.

rmeenaks · September 1st, 2011, 11:11 pm

And they cancel my order on the eve of shipping??!!!?? What gives...

mj · September 2nd, 2011, 3:31 am

well i havent received the proof yet and they can't ship till I approve the proof. Why they've cancelled your order I do not know. Except possibly that they realized that they would make a loss on it.

mj · September 12th, 2011, 11:40 pm

OK it now in stock on both amazon.com and Barnes and Noble. Amazon.com won't ship outside the US, however, it seems. It is listed on amazon.co.uk but not available yet. Wilmott bookshop seem to be behind the curve!

frolloos · September 14th, 2011, 12:47 pm

you've got a chapter on COS method. nice! what made you decide to include it btw? i suppose you believe that the COS method will become more and more market standard?

mj · September 14th, 2011, 10:45 pm

it's starting to look like the best way to price american puts so i was interested enough to learn it and it seems neat. So I included a chapter .There is always a certain amount of guess work about what is up and coming and I think this probably is so it was a good chance to get something different but relevant and interesting in the book.In "concepts", including a chapter on variance gamma was a similar punt -- fairly obscure at the time but now quite standard material.

mj · September 17th, 2011, 10:36 pm

now discounted by 9% at amazon.comStill not in the wilmott bookshop...

mj · September 23rd, 2011, 11:57 pm

OK now selling from amazon.co.uk with 1 to 3 weeks delay. It hasn't made it to the Wilmott bookshop yet...

frolloos · October 8th, 2011, 7:05 am

no more delays on amazon.co.uk. i ordered the book, 2-3 days delivery time only (to the Netherlands).