Slika na naslovnici

Mathematical techniques in finance tools for incomplete markets /

Shranjeno v:

Bibliografske podrobnosti
Glavni avtor:	Černý, Aleš, 1971-
Korporativna značnica:	ebrary, Inc
Format:	Elektronski eKnjiga
Jezik:	angleščina
Izdano:	Princeton [N.J.] : Princeton University Press, 2009.
Izdaja:	2nd ed.
Teme:	Finance > Mathematical models. Risk management > Mathematical models. Derivative securities > Mathematics. Pricing > Mathematical models. Electronic books.
Online dostop:	An electronic book accessible through the World Wide Web; click to view
Oznake:	Označite Brez oznak, prvi označite!

Kazalo:

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.