Mathematical finance
theory, modeling, implementation
- ISBN: 9780470047224
- Editorial: John Wiley & Sons Limited
- Fecha de la edición: 2007
- Lugar de la edición: Hampshire. Reino Unido
- Encuadernación: Cartoné
- Medidas: 24 cm
- Nº Pág.: 509
- Idiomas: Inglés
Papel: Cartoné
103,12 €
97,96 €
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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.
