Mathematical techniques in finance tools for incomplete markets /

Bibliographic Details
Main Author: Cerny, Ales, 1971-
Corporate Author: ProQuest (Firm)
Format: Electronic eBook
Language:English
Published: Princeton [N.J.] : Princeton University Press, 2009.
Edition:2nd ed.
Subjects:
Online Access:Click to View
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100 1 |a Cerny, Ales,  |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. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest 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 4 |a Electronic books. 
710 2 |a ProQuest (Firm) 
856 4 0 |u https://ebookcentral.proquest.com/lib/matrademy/detail.action?docID=483536  |z Click to View