Introduction to Mathematical Finance: Discrete Time Models - Couverture rigide

Pliska, Stanley R.

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.

A propos du livre

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.

Détails de l'édition

• 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