Mathematical techniques in finance tools for incomplete markets /
Furkejuvvon:
| Váldodahkki: | |
|---|---|
| Searvvušdahkki: | |
| Materiálatiipa: | Elektrovnnalaš E-girji |
| Giella: | eaŋgalasgiella |
| Almmustuhtton: |
Princeton [N.J.] :
Princeton University Press,
2009.
|
| Preanttus: | 2nd ed. |
| Fáttát: | |
| Liŋkkat: | An electronic book accessible through the World Wide Web; click to view |
| Fáddágilkorat: |
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|
Sisdoallologahallan:
- 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.