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Introduction to Mathematical Finance. Discrete Time Models. 数理金融入門－離散型時間モデル
・ISBN 978-1-55786-945-6 hard US$ 110.00
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★★★
| 著者・編者 | Pliska, Stanley R., |
|---|---|
| 出版社 | (Blackwell, UK) |
| 出版年月 | 1997 |
| ページ数 | 262 pp. |
| 言語 | ENG |
| ニュース番号 | ＜432-249 434-213＞ |
解説
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.