Mathematical techniques in finance [electronic resource] : tools for incomplete markets /
by �Cern�y, Ale�s; ProQuest (Firm).
Material type:
BookPublisher: Princeton [N.J.] : Princeton University Press, 2009Edition: 2nd ed.Description: xx, 390 p. : ill.ISBN: ; .Subject(s): Finance -- Mathematical models | Risk management -- Mathematical models | Derivative securities -- Mathematics | Pricing -- Mathematical models | Electronic booksOnline resources: Click to View
Contents:
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.
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Includes bibliographical references and index.
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.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
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