000			01824nam a2200385 a 4500
001			EBC483536
003			MiAaPQ
006			m o d |
007			cr cn|||||||||
008			100706s2009 njuad sb 001 0 eng d
020			_z9780691141213
020			_z9781400831487 (e-book)
035			_a(MiAaPQ)EBC483536
035			_a(Au-PeEL)EBL483536
035			_a(CaPaEBR)ebr10392622
035			_a(CaONFJC)MIL260814
035			_a(OCoLC)630535176
040			_aMiAaPQ _cMiAaPQ _dMiAaPQ
050		4	_aHG106 _b.C47 2009
100	1		_a�Cern�y, Ale�s, _d1971-
245	1	0	_aMathematical techniques in finance _h[electronic resource] : _btools for incomplete markets / _cAles Cerny.
250			_a2nd ed.
260			_aPrinceton [N.J.] : _bPrinceton University Press, _c2009.
300			_axx, 390 p. : _bill.
504			_aIncludes bibliographical references and index.
505	0		_apt. 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			_aElectronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
650		0	_aFinance _xMathematical models.
650		0	_aRisk management _xMathematical models.
650		0	_aDerivative securities _xMathematics.
650		0	_aPricing _xMathematical models.
655		4	_aElectronic books.
710	2		_aProQuest (Firm)
856	4	0	_uhttp://ezproxy01.ny.edu.hk:2048/login?url=https://ebookcentral.proquest.com/lib/ircp3g4/detail.action?docID=483536 _zClick to View
999			_c32500 _d32500