Introduction to Mathematical Finance: Discrete Time Models

Pliska, Stanley R.

ISBN 10: 1557869456 / ISBN 13: 9781557869456

Published by Wiley, 1998

About this Item

*Price HAS BEEN REDUCED by 10% until Monday, Aug. 17 (SALE item)* 272 pp., Hardcover, previous owner's name to front free endpaper else very good. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.

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Bibliographic Details

• Title: Introduction to Mathematical Finance: Discrete Time Models
• Publisher: Wiley
• Publication Date: 1998
• Language: English
• ISBN 10: 1557869456
• ISBN 13: 9781557869456
• Binding: Hardcover
• Condition: Very Good

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.