1997 HC Introduction to Mathematical Finance: Discrete Time Models by Pliska, Stanley R.

Pliska, Stanley R.

ISBN 10: 1557869456 / ISBN 13: 9781557869456

Published by Wiley, 1997

About this Item

Pages are crisp and clean, no marking. Cover is good. Binding is tight/good.

Seller Inventory # xa-bs30

Bibliographic Details

• Title: 1997 HC Introduction to Mathematical Finance: Discrete Time Models by Pliska, Stanley R.
• Publisher: Wiley
• Publication Date: 1997
• Language: English
• ISBN 10: 1557869456
• ISBN 13: 9781557869456
• Binding: hardcover
• Condition: Good
• Weight: 32 ounces

About this title

Synopsis

The purpose of this book is to provide a rigorous yet accessible introduction to the modern financial theory of security markets. The main subjects are derivatives and portfolio management. The book is intended to be used as a text by advanced undergraduates and beginning graduate students. It is also likely to be useful to practicing financial engineers, portfolio manager, and actuaries who wish to acquire a fundamental understanding of financial theory. The book makes heavy use of mathematics, but not at an advanced level. Various mathematical concepts are developed as needed, and computational examples are emphasized.

About the Author

Stanley Pliska is the founding editor of the scholarly journal Mathematical Finance. He is noted for his fundamental research on the mathematical and economic theory of security prices, especially his development of important bridges between stochastic calculus and arbitrage pricing theory as well as his discovery of the risk neutral computational approach for portfolio optimization problems. He is currently teaching and researching in the areas of interest rate derivatives and dynamic asset allocation.