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Mathematical Finance - Theory, Modeling, Implementation

Language EnglishEnglish
Book Hardback
Book Mathematical Finance - Theory, Modeling, Implementation Christian Fries
Libristo code: 01387963
Publishers John Wiley & Sons Inc, August 2007
This book concentrates on the theory of mathematical finance and the pricing of derivatives around t... Full description
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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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About the book

Full name Mathematical Finance - Theory, Modeling, Implementation
Author Christian Fries
Language English
Binding Book - Hardback
Date of issue 2007
Number of pages 544
EAN 9780470047224
ISBN 0470047224
Libristo code 01387963
Publishers John Wiley & Sons Inc
Weight 908
Dimensions 167 x 244 x 32

Categories

Mathematics & Science > Mathematics > Applied mathematics > Mathematical modelling
Economics, Finance, Business & Management > Finance & accounting > Finance
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