by Christian Fries (Author)
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.
Format: Hardcover
Pages: 544
Publisher: Wiley-Blackwell
Published: 24 Aug 2007
ISBN 10: 0470047224
ISBN 13: 9780470047224