Perpustakaan ITB

Judul Penulis / Pembimbing TA Tahun Penerbit Perpustakaan

introduction to mathematical finance discrete time models


Nomor Panggil Matematika

332.0151 PLI i

Penulis

PLISKA, Stanley R

Penerbit

Wiley

Tahun Terbit

1997

Ketersediaan

Detil

ISBN : 978-1557869456
Materi Koleksi : Buku-Bacaan Pendukung
Bahasa : Indonesia
Subjek : Financial economics
Keterangan : 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.