Image from Google Jackets

Mathematical finance : theory, modeling, implementation / Christian Fries.

By: Material type: TextTextLanguage: İngilizce Publisher: Hoboken, N.J. : Wiley-Interscience, 2007Copyright date: ©2007Description: 1 online resource (xxii, 520 pages) : illustrationsContent type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9780470179772
  • 0470179775
  • 9780470179789
  • 0470179783
  • 1280974346
  • 9781280974342
Subject(s): Genre/Form: Additional physical formats: Print version:: Mathematical finance.LOC classification:
  • HG6024.A3 F75 2007EBK
Online resources:
Contents:
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.
Summary: 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.
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
Item type Current library Home library Collection Call number Status Notes Date due Barcode
E-Book E-Book Merkez Kütüphane Merkez Kütüphane E-Kitap Koleksiyonu HG6024.A3 F75 2007EBK (Browse shelf(Opens below)) Geçerli değil-e-Kitap / Not applicable-e-Book İKT EBK01552

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.

Print version record.

There are no comments on this title.

to post a comment.
Devinim Yazılım Eğitim Danışmanlık tarafından Koha'nın orjinal sürümü uyarlanarak geliştirilip kurulmuştur.