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Author Cerny, Ales, 1971-

Title Mathematical techniques in finance [electronic resource] : tools for incomplete markets / Ales Cerny.

Imprint Princeton [N.J.] : Princeton University Press, 2009.

Copies

Location Call No. OPAC Message Status
 Axe ProQuest E-Book  Electronic Book    ---  Available
Edition 2nd ed.
Description xx, 390 p. : ill.
Bibliography Includes bibliographical references and index.
Contents pt. 1. The simplest model of financial markets -- pt. 2. Arbitrage and pricing in the one-period model -- pt. 3. Risk and return in the one-period model -- pt. 4. Numerical techniques for optimal portfolio selection in incomplete markets -- pt. 5. Pricing in dynamically complete markets -- pt. 6. Towards a continuous time -- pt. 7. Fast fourier transform.
Reproduction Electronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Subject Finance -- Mathematical models.
Risk management -- Mathematical models.
Derivative securities -- Mathematics.
Pricing -- Mathematical models.
Genre/Form Electronic books.
Added Author ProQuest (Firm)
ISBN 9780691141213
9781400831487 (electronic bk.)
9781400831487 (electronic bk.)

 
    
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