Mathematical techniques in finance tools for incomplete markets /
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| Main Author: | |
|---|---|
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Princeton [N.J.] :
Princeton University Press,
2009.
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| Edition: | 2nd ed. |
| Subjects: | |
| Online Access: | An electronic book accessible through the World Wide Web; click to view |
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| 007 | cr cn||||||||| | ||
| 008 | 100706s2009 njuad sb 001 0 eng d | ||
| 020 | |z 9780691141213 | ||
| 020 | |z 9781400831487 (e-book) | ||
| 035 | |a (CaPaEBR)ebr10392622 | ||
| 035 | |a (OCoLC)642475689 | ||
| 040 | |a CaPaEBR |c CaPaEBR | ||
| 050 | 1 | 4 | |a HG106 |b .C47 2009eb |
| 100 | 1 | |a Černý, Aleš, |d 1971- | |
| 245 | 1 | 0 | |a Mathematical techniques in finance |h [electronic resource] : |b tools for incomplete markets / |c Ales Cerny. |
| 250 | |a 2nd ed. | ||
| 260 | |a Princeton [N.J.] : |b Princeton University Press, |c 2009. | ||
| 300 | |a xx, 390 p. : |b ill. | ||
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a 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. | |
| 533 | |a Electronic reproduction. |b Palo Alto, Calif. : |c ebrary, |d 2010. |n Available via World Wide Web. |n Access may be limited to ebrary affiliated libraries. | ||
| 650 | 0 | |a Finance |x Mathematical models. | |
| 650 | 0 | |a Risk management |x Mathematical models. | |
| 650 | 0 | |a Derivative securities |x Mathematics. | |
| 650 | 0 | |a Pricing |x Mathematical models. | |
| 655 | 7 | |a Electronic books. |2 local | |
| 710 | 2 | |a ebrary, Inc. | |
| 856 | 4 | 0 | |u http://site.ebrary.com/lib/daystar/Doc?id=10392622 |z An electronic book accessible through the World Wide Web; click to view |
| 908 | |a 170314 | ||
| 942 | 0 | 0 | |c EB |
| 999 | |c 111735 |d 111735 | ||