Mathematical finance : theory, modeling, implementation / Christian Fries.
Material type:
TextLanguage: İngilizce Publisher: Hoboken, N.J. : Wiley-Interscience, 2007Copyright date: ©2007Description: 1 online resource (xxii, 520 pages) : illustrationsContent type: - text
- computer
- online resource
- 9780470179772
- 0470179775
- 9780470179789
- 0470179783
- 1280974346
- 9781280974342
- 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
- HG6024.A3 F75 2007EBK
| Item type | Current library | Home library | Collection | Call number | Status | Notes | Date due | Barcode | |
|---|---|---|---|---|---|---|---|---|---|
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 | EBK01552 |
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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.
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