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_aFries, Christian, _d1970- _eauthor _978668 |
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| 245 | 1 | 0 |
_aMathematical finance : _btheory, modeling, implementation / _cChristian Fries. |
| 264 | 1 |
_aHoboken, N.J. : _bWiley-Interscience, _c2007. |
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| 264 | 4 | _c©2007 | |
| 300 |
_a1 online resource (xxii, 520 pages) : _billustrations. |
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| 336 |
_atext _btxt _2rdacontent |
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| 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 |
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| 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 |
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_3Wiley Online Library _zOnline access link to the resource _uhttps://doi.org/10.1002/9780470179789 |
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