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Bibliographic Details

Title: Introduction to Mathematical Finance: Discrete Time Models
Publisher: Wiley
Publication Date: 1997
Language: English
ISBN 10: 1557869456
ISBN 13: 9781557869456
Binding: Hardcover
Condition: 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.

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Phatpocket Limited is a world class secondhand bookstore located in the Hertfordshire countryside in the United Kingdom. We specialize in textbooks across an enormous variety of subjects. We aim to provide a low cost source of high quality textbooks to the academic community. We also have a sizable collection of rare and collectible books. We are dedicated to providing our customers with the highest standard of customer service in the bookselling business.Phatpocket Limited is registered in England and Wales: No. 04924751.

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