This book grew out of lecture notes organized for a PhD class which Stanley Pliska taight in Japan. The work continued when he was a Distinguished Visiting Fellow at the London School of Economics in 1992. A preliminary version of the book was tried out in a 1994 PhD class at the University of Illinois in Chicago, which provided useful feedback. In January 1995 he took a close-to-final version to the Program on Financial Mathematics at the Isaac Newton Institute for Mathematical Sciences, University of Cambridge. There, parts of the book were used for a course and copies of the whole book were made available to visting researchers

Скачать книгу бесплатно (djvu, 2.96 Mb)

---

Читать «Introduction to Mathematical Finance»