Description
About the Author
Stanley Pliska is the founding editor of the scholarly journal Mathematical Finance. He is noted for his fundamental research on the mathematical and economic theory of security prices, especially his development of important bridges between stochastic calculus and arbitrage pricing theory as well as his discovery of the risk neutral computational approach for portfolio optimization problems. He is currently teaching and researching in the areas of interest rate derivatives and dynamic asset allocation.
Reviews
"I believe that this is an excellent text for undergraduate or MBA classes on Mathematical Finance. The bulk of the book describes a model with finitely many, discrete trading dates, and a finite sample space, thus it avoids the technical difficulties associated with continuous time models. The major strength of this book is its careful balance of mathematical rigor and intuition." Peter Lakner, New York University
Book Information
ISBN 9781557869456
Author Stanley R. Pliska
Format Hardback
Page Count 272
Imprint John Wiley & Sons Inc
Publisher John Wiley & Sons Inc
Weight(grams) 544g
Dimensions(mm) 236mm * 160mm * 26mm