TY  - BOOK
AU  - Fries, Christian,
TI  - Mathematical finance: theory, modeling, implementation 
SN  - 9780470179772
AV  - HG6024.A3 F75 2007EBK
PY  - 2007///
CY  - Hoboken, N.J.
PB  - Wiley-Interscience
KW  - Derivative securities
KW  - Prices
KW  - Mathematical models
KW  - Securities
KW  - Investments
KW  - BUSINESS & ECONOMICS
KW  - Investments & Securities
KW  - General
KW  - bisacsh
KW  - fast
KW  - Electronic books
KW  - local
N1  - BIBINDX; 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
N2  - 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
UR  - https://doi.org/10.1002/9780470179789
ER  -