UID:
almafu_9959326945602883
Format:
1 online resource (xxii, 520 pages) :
,
illustrations
ISBN:
9780470179772
,
0470179775
,
9780470179789
,
0470179783
,
1280974346
,
9781280974342
Content:
This book concentrates on the theory of mathematical finance and the pricing of derivatives around the theory. The topics are presented from their mathematical foundations to their real-world implementation (through pricing models) using state-of-the art object oriented programming techniques. While a high standard of mathematical precision is retained throughout the book, the emphasis remains on practical motivations, interpretations, and results. The book harmonizes theory, practical modeling, and financial methods under one convenient cover.
Note:
Mathematical Finance: Theory, Modeling, Implementation; Contents; 1 Introduction; I Foundations; II First Applications; III Interest Rate Structures, Interest Rate Products, and Analytic Pricing Formulas; IV Discretization and Numerical Valuation Methods; V Pricing Models for Interest Rate Derivatives; VI Extended Models; VII Implementation; VIII Appendices; List of Symbols; List of Figures; List of Tables; List of Listings; Bibliography; Index.
,
English.
Additional Edition:
Print version: Fries, Christian, 1970- Mathematical finance. Hoboken, N.J. : Wiley-Interscience, ©2007 ISBN 9780470047224
Additional Edition:
ISBN 0470047224
Language:
English
Keywords:
Electronic books.
;
Electronic books.
;
Electronic books.
DOI:
10.1002/9780470179789
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9780470179789
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9780470179789
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9780470179789
