Mathematical techniques in finance tools for incomplete markets /
Sábháilte in:
| Príomhchruthaitheoir: | |
|---|---|
| Údar corparáideach: | |
| Formáid: | Leictreonach Ríomhleabhar |
| Teanga: | Béarla |
| Foilsithe / Cruthaithe: |
Princeton [N.J.] :
Princeton University Press,
2009.
|
| Eagrán: | 2nd ed. |
| Ábhair: | |
| Rochtain ar líne: | An electronic book accessible through the World Wide Web; click to view |
| Clibeanna: |
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Clár na nÁbhar:
- 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.