{"product_id":"introduction-to-mathematical-finance-discrete-time-models-hardback-9781557869456","title":"Introduction to Mathematical Finance; Discrete Time Models (Hardback) 9781557869456","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eIntroduction to Mathematical Finance\u003c\/font\u003e\u003cbr\u003e\r\n\u003cfont size=\"5\"\u003eDiscrete Time Models\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\u003cp\u003e\u003cfont size=\"4\"\u003eStanley R. Pliska (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9781557869456, Wiley\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 15 April 1997\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e272 pages\u003cbr\u003e23.6 x 16 x 2.6 cm, 0.544 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cem\u003e\u003cfont size=\"3\"\u003e\"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.\" \u003ci\u003ePeter Lakner, New York University\u003c\/i\u003e\u003c\/font\u003e\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003eThe 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.\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e\u003cp\u003ePreface v\u003c\/p\u003e \u003cp\u003eAcknowledgments x\u003c\/p\u003e \u003cp\u003e1 Single Period Securities Markets 1\u003c\/p\u003e \u003cp\u003e2 Single Period Consumption and Investment 33\u003c\/p\u003e \u003cp\u003e3 Multiperiod Securities Markets 72\u003c\/p\u003e \u003cp\u003e4 Options, Futures, and Other Derivatives 112\u003c\/p\u003e \u003cp\u003e5 Optimal Consumption and Investment Problems 149\u003c\/p\u003e \u003cp\u003e6 Bonds and Interest Rate Derivatives 200\u003c\/p\u003e \u003cp\u003e7 Models with Infinite Sample Spaces 238\u003c\/p\u003e \u003cp\u003eAppendix: Linear Programming 250\u003c\/p\u003e \u003cp\u003eBibliography 254\u003c\/p\u003e \u003cp\u003eIndex 257\u003c\/p\u003e\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Finance \u0026amp; accounting [\u003ca title=\"See our other books on Finance \u0026amp; accounting\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Finance%20\u0026amp;%20accounting%20%5BKF%5D%22\"\u003eKF\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Wiley","offers":[{"title":"Brand New","offer_id":52470041641240,"sku":"9781557869456","price":36.99,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/files\/9781557869456.jpg?v=1785629560","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/introduction-to-mathematical-finance-discrete-time-models-hardback-9781557869456","provider":"Freshly Printed Books","version":"1.0","type":"link"}