![]() Introduction to Mathematical Finance: Discrete Time Models
ISBN: 978-1-55786-945-6
Hardcover
272 pages
July 1997
US $105.95
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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.

