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020 _a9780470179772
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020 _a0470179775
_q(electronic bk.)
020 _a9780470179789
020 _a0470179783
020 _a1280974346
020 _a9781280974342
020 _z9780470047224
_q(cloth ;
_qalk. paper)
020 _z0470047224
_q(cloth ;
_qalk. paper)
024 7 _a10.1002/9780470179789
_2doi
035 _a(OCoLC)180192503
_z(OCoLC)181349692
_z(OCoLC)647762669
_z(OCoLC)778207455
_z(OCoLC)814505707
037 _a10.1002/9780470179789
_bWiley InterScience
_nhttp://www3.interscience.wiley.com
040 _aN$T
_beng
_erda
_cN$T
_dYDXCP
_dOCLCQ
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041 0 _aeng
050 0 4 _aHG6024.A3
_bF75 2007EBK
072 7 _aBUS
_x036000
_2bisacsh
072 7 _aKF
_2bicssc
090 _aHG6024.A3
_bF75 2007EBK
100 _aFries, Christian,
_d1970-
_eauthor
_978668
245 1 0 _aMathematical finance :
_btheory, modeling, implementation /
_cChristian Fries.
264 1 _aHoboken, N.J. :
_bWiley-Interscience,
_c2007.
264 4 _c©2007
300 _a1 online resource (xxii, 520 pages) :
_billustrations.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
504 _aBIBINDX
505 0 _aMathematical 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.
520 _aThis 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.
588 0 _aPrint version record.
650 0 _aDerivative securities
_xPrices
_xMathematical models.
650 0 _aSecurities
_xMathematical models.
650 0 _aInvestments
_xMathematical models.
650 7 _aBUSINESS & ECONOMICS
_xInvestments & Securities
_xGeneral.
_2bisacsh
650 7 _aDerivative securities
_xPrices
_xMathematical models.
_2fast
_0(OCoLC)fst00891028
650 7 _aInvestments
_xMathematical models.
_2fast
_0(OCoLC)fst00978277
650 7 _aSecurities
_xMathematical models.
_2fast
_0(OCoLC)fst01110768
655 7 _aElectronic books.
_2local
776 0 8 _iPrint version:
_aFries, Christian, 1970-
_tMathematical finance.
_dHoboken, N.J. : Wiley-Interscience, ©2007
_z9780470047224
_z0470047224
_w(DLC) 2007011325
_w(OCoLC)86110040
856 4 0 _3Wiley Online Library
_zOnline access link to the resource
_uhttps://doi.org/10.1002/9780470179789
942 _2lcc
_cEBK