Description

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.

Introduction to Mathematical Finance: Discrete Time Models

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£47.00

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Hardback by Stanley R. Pliska

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The purpose of this book is to provide a rigorous yet accessible introduction to the modern financial theory of security... Read more

    Publisher: John Wiley & Sons Inc
    Publication Date: 15/04/1997
    ISBN13: 9781557869456, 978-1557869456
    ISBN10: 1557869456

    Number of Pages: 272

    Non Fiction , Business, Finance & Law

    Description

    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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