Introduction to Mathematical Finance

Stanley R. Pliska

ISBN 10: 1557869456 / ISBN 13: 9781557869456

Published by John Wiley and Sons Ltd, 1997

About this Item

1997. 1st Edition. Hardcover. This volume is designed to serve as a textbook for advanced undergraduate and beginning graduate students who seek a rigorous yet accessible introduction to the modern financial theory of security markets. Exercises are provided to check understanding and provide supplemental information. Num Pages: 272 pages, 0. BIC Classification: KFF; KJQ. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 236 x 153 x 27. Weight in Grams: 558. . . . . .

Seller Inventory # V9781557869456

Bibliographic Details

• Title: Introduction to Mathematical Finance
• Publisher: John Wiley and Sons Ltd
• Publication Date: 1997
• Language: English
• ISBN 10: 1557869456
• ISBN 13: 9781557869456
• Binding: Hardcover
• Edition: 1st Edition
• Condition: New

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.