Mathematical finance: theory, modeling, implementation
Auteur :
Fries, Christian
Éditeur :
John Wiley & Sons Inc
ISBN :
9780470047224
Date de publication :
5 oct. 2007
Dimensions :
23,5 x 16,4 x 3,9 cm
Poids :
916 g
Langue :
Anglais
Pays d'origine :
USA
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.