Mathematical techniques in finance tools for incomplete markets /
Gardado en:
| Autor Principal: | |
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| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | inglés |
| Publicado: |
Princeton [N.J.] :
Princeton University Press,
2009.
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| Edición: | 2nd ed. |
| Subjects: | |
| Acceso en liña: | An electronic book accessible through the World Wide Web; click to view |
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Table of 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.