Introduction to Mathematical Finance: Discrete Time Models

by Stanley R. Pliska

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.

Genres: Finance

272 pages, Hardcover

First published July 14, 1997

Reviews

[Niederhoffer]

Poo