Introduction to Mathematical Finance

By Stanley R. Pliska

Book Overview

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.

• Format: Hardcover
• Language: English
• ISBN: 1557869456
• ISBN13: 9781557869456
• Release Date: July 1997
• Publisher: Wiley
• Length: 272 Pages
• Weight: 1.32 lbs.
• Dimensions: 0.9" x 6.2" x 9.3"