𝔖 Bobbio Scriptorium
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Introduction to Mathematical Finance: discrete-time models

✍ Scribed by Stanley R. Pliska

Book ID
127426383
Publisher
Wiley
Year
1997
Tongue
English
Weight
2 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.

✦ Subjects

Финансовая математика

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