## Mathematical Finance: Theory, Modeling, ImplementationA balanced introduction to the theoretical foundations and real-world applications of mathematical finance The ever-growing use of derivative products makes it essential for financial industry practitioners to have a solid understanding of derivative pricing. To cope with the growing complexity, narrowing margins, and shortening life-cycle of the individual derivative product, an efficient, yet modular, implementation of the pricing algorithms is necessary. Utilizing almost twenty years of academic and industry experience, the author discusses the mathematical concepts that are the foundation of commonly used derivative pricing models, and insightful Motivation and Interpretation sections for each concept are presented to further illustrate the relationship between theory and practice. In-depth coverage of the common characteristics found amongst successful pricing models are provided in addition to key techniques and tips for the construction of these models. The opportunity to interactively explore the book's principal ideas and methodologies is made possible via a related Web site that features interactive Java experiments and exercises. While a high standard of mathematical precision is retained, |

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Mathematical Finance: Theory, Modeling, Implementation Christian Fries Keine Leseprobe verfügbar - 2007 |

Mathematical Finance: Theory, Modeling, Implementation Christian Fries Keine Leseprobe verfügbar - 2007 |

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### Verweise auf dieses Buch

PDE Valuation of Interest Rate Derivatives: From Theory to Implementation Peter Kohl-Landgraf Eingeschränkte Leseprobe - 2007 |