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

By: Cerny, Ales, 1971-Contributor(s): ProQuest (Firm)Material type: TextTextPublication details: Princeton [N.J.] : Princeton University Press, 2009Edition: 2nd edDescription: xx, 390 p. : illISBN: 9781400831487 (electronic bk.); 9781400831487 (electronic bk.)Subject(s): Finance -- Mathematical models | Risk management -- Mathematical models | Derivative securities -- Mathematics | Pricing -- Mathematical modelsGenre/Form: Electronic books.LOC classification: HG106 | .C47 2009Online resources: Click to View
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.
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
No physical items for this record

Includes bibliographical references and index.

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.

Electronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.

There are no comments on this title.

to post a comment.