Vous voulez voir cette page en français ? Cliquez ici.


or
Sign in to turn on 1-Click ordering.
Tell the Publisher!
I'd like to read this book on Kindle

Don't have a Kindle? Get your Kindle here, or download a FREE Kindle Reading App.

Mathematical Finance: Theory, Modeling, Implementation [Printed Access Code]

Christian Fries

List Price: CDN$ 142.99
Price: CDN$ 114.39 & FREE Shipping. Details
You Save: CDN$ 28.60 (20%)
Pre-order Price Guarantee. Learn more.
o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o
This title has not yet been released.
You may pre-order it now and we will deliver it to you when it arrives.
Ships from and sold by Amazon.ca. Gift-wrap available.
Save Up to 90% on Textbooks
Hit the books in Amazon.ca's Textbook Store and save up to 90% on used textbooks and 35% on new textbooks. Learn more.
Join Amazon Student in Canada


Book Description

Oct. 5 2007 0470179783 978-0470179789
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.

Special Offers and Product Promotions

  • Pre-order Price Guarantee! Order now and if the Amazon.ca price decreases between your order time and the end of the day of the release date, you'll receive the lowest price. Here's how (restrictions apply)
  • Join Amazon Student in Canada


Product Details


Product Description

Review

"…very useful to practitioners and students…" (MAA Reviews, December 26, 2007)

"An excellent textbook for students in mathematical finance, computational finance, and derivative pricing courses at the upper undergraduate or beginning graduate level." (Mathematical Reviews 2007)

From the Back Cover

A 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. Mathematical Finance is the first book to harmonize the theory, modeling, and implementation of today's most prevalent pricing models under one convenient cover. Building a bridge from academia to practice, this self-contained text applies theoretical concepts to real-world examples and introduces state-of-the-art, object-oriented programming techniques that equip the reader with the conceptual and illustrative tools needed to understand and develop successful derivative pricing models.

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, Mathematical Finance emphasizes practical motivations, interpretations, and results and is an excellent textbook for students in mathematical finance, computational finance, and derivative pricing courses at the upper undergraduate or beginning graduate level. It also serves as a valuable reference for professionals in the banking, insurance, and asset management industries.


Inside This Book (Learn More)
Browse and search another edition of this book.
Browse Sample Pages
Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
Search inside this book:

Sell a Digital Version of This Book in the Kindle Store

If you are a publisher or author and hold the digital rights to a book, you can sell a digital version of it in our Kindle Store. Learn more

Customer Reviews

There are no customer reviews yet.
5 star
4 star
3 star
2 star
1 star
This item has not yet been released and is not eligible to be reviewed.

Look for similar items by category


Feedback