Introduction to mathematical finance  -  Stanley R. Pliska

discrete time models

KORTE INHOUD

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 ...
1997 Taal: Engels zie alle details...

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1997 Uitgever: Blackwell 262 paginas Taal: Engels ISBN-10: 1557869456 ISBN-13: 9781557869456