✦ LIBER ✦

Introduction to mathematical finance: Discrete time models

✍ Scribed by Stanley R. Pliska

Book ID: 127426147
Publisher: Wiley
Year: 1997
Tongue: English
Weight: 3 MB
Edition: 1
Category: Library
ISBN-13: 9781557869456

No coin nor oath required. For personal study only.

✦ 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.

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