Mathematical Finance: Theory, Modeling, Implementation

Author: Christian Fries
Publisher: Wiley
Published: 09/01/2007
Pages: 544
Binding Type: Hardcover
Weight: 1.94lbs
Size: 9.21h x 6.49w x 1.22d
ISBN: 9780470047224

About the Author
Christian Fries, PhD, is Lecturer of Mathematical Finance at the University of Frankfurt and head of financial model development at DZ Bank AG Frankfurt, both located in Germany. With extensive knowledge in various programming languages, Dr. Fries has conducted quantitative analysis and overseen the implementation of mathematical modeling platforms at numerous financial institutions. His research interests within the field of mathematical finance include the LIBOR Market Model, Efficient Calculation of Risk Measures with Monte-Carlo Methods, Pricing of Bermudan Options with Monte-Carlo Methods, and Markov Functional Models.