Introduction to Mathematical Finance: Discrete Time Models - Couverture rigide

Pliska, Stanley R.

 
9781557869456: Introduction to Mathematical Finance: Discrete Time Models
Couverture rigide
ISBN 10 : 1557869456 ISBN 13 : 9781557869456
Editeur : John Wiley & Sons Inc, 1997

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l'auteur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
John Wiley & Sons Inc
Date d'édition
1997
Langue
anglais
ISBN 10 
1557869456
ISBN 13 
9781557869456
Reliure
Relié
Numéro d'édition
1
Nombre de pages
272
Coordonnées du fabricant
non disponible
Personne responsable
non disponible