Mathematical finance : theory, modeling, implementation /
Fries, Christian, 1970-
Mathematical finance : theory, modeling, implementation / Christian Fries. - 1 online resource (xxii, 520 pages) : illustrations.
Includes bibliographical references and index.
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.
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.
9780470179772 0470179775 9780470179789 0470179783 1280974346 9781280974342
10.1002/9780470179789 doi
10.1002/9780470179789 Wiley InterScience http://www3.interscience.wiley.com
Uk
Derivative securities--Prices--Mathematical models.
Securities--Mathematical models.
Investments--Mathematical models.
BUSINESS & ECONOMICS--Investments & Securities--General.
Derivative securities--Prices--Mathematical models.
Investments--Mathematical models.
Securities--Mathematical models.
Electronic books.
HG6024.A3 / F75 2007EBK
Mathematical finance : theory, modeling, implementation / Christian Fries. - 1 online resource (xxii, 520 pages) : illustrations.
Includes bibliographical references and index.
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.
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.
9780470179772 0470179775 9780470179789 0470179783 1280974346 9781280974342
10.1002/9780470179789 doi
10.1002/9780470179789 Wiley InterScience http://www3.interscience.wiley.com
Uk
Derivative securities--Prices--Mathematical models.
Securities--Mathematical models.
Investments--Mathematical models.
BUSINESS & ECONOMICS--Investments & Securities--General.
Derivative securities--Prices--Mathematical models.
Investments--Mathematical models.
Securities--Mathematical models.
Electronic books.
HG6024.A3 / F75 2007EBK
