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01830nam a2200397 a 4500 |
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EBC483536 |
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20191030193359.0 |
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100706s2009 njuad sb 001 0 eng d |
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|z 9780691141213
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|a 9781400831487 (electronic bk.)
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|a 9781400831487 (electronic bk.)
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|a (MiAaPQ)EBC483536
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|a (Au-PeEL)EBL483536
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|a (CaPaEBR)ebr10392622
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|a (CaONFJC)MIL260814
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|a (OCoLC)630535176
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|a MiAaPQ
|c MiAaPQ
|d MiAaPQ
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|a HG106
|b .C47 2009
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|a Cerny, Ales,
|d 1971-
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|a Mathematical techniques in finance
|h [electronic resource] :
|b tools for incomplete markets /
|c Ales Cerny.
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|a 2nd ed.
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|a Princeton [N.J.] :
|b Princeton University Press,
|c 2009.
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300 |
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|a xx, 390 p. :
|b ill.
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|a Includes bibliographical references and index.
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|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.
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|a Electronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
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650 |
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|a Finance
|x Mathematical models.
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650 |
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|a Risk management
|x Mathematical models.
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650 |
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|a Derivative securities
|x Mathematics.
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650 |
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|a Pricing
|x Mathematical models.
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655 |
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|a Electronic books.
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710 |
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|a ProQuest (Firm)
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856 |
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|u https://ebookcentral.proquest.com/lib/matrademy/detail.action?docID=483536
|z Click to View
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