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Mathematical techniques in finance tools for incomplete markets /

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Detalhes bibliográficos
Autor principal:	Černý, Aleš, 1971-
Autor Corporativo:	ebrary, Inc
Formato:	Recurso Electrónico livro electrónico
Idioma:	inglês
Publicado em:	Princeton [N.J.] : Princeton University Press, 2009.
Edição:	2nd ed.
Assuntos:	Finance > Mathematical models. Risk management > Mathematical models. Derivative securities > Mathematics. Pricing > Mathematical models. Electronic books.
Acesso em linha:	An electronic book accessible through the World Wide Web; click to view
Tags:	Adicionar Tag Sem tags, seja o primeiro a adicionar uma tag!

Sumário:

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.