Mathematical techniques in finance tools for incomplete markets /
Tallennettuna:
| Päätekijä: | |
|---|---|
| Yhteisötekijä: | |
| Aineistotyyppi: | Elektroninen E-kirja |
| Kieli: | englanti |
| Julkaistu: |
Princeton [N.J.] :
Princeton University Press,
2009.
|
| Painos: | 2nd ed. |
| Aiheet: | |
| Linkit: | An electronic book accessible through the World Wide Web; click to view |
| Tagit: |
Lisää tagi
Ei tageja, Lisää ensimmäinen tagi!
|
Sisällysluettelo:
- 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.