Cerny, Ales, 1971-
Mathematical techniques in finance tools for incomplete markets / [electronic resource] : Ales Cerny. - 2nd ed. - Princeton [N.J.] : Princeton University Press, 2009. - xx, 390 p. : ill.
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.
Palo Alto, Calif. :
ebrary,
2010.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Finance--Mathematical models.
Risk management--Mathematical models.
Derivative securities--Mathematics.
Pricing--Mathematical models.
Electronic books.
HG106 / .C47 2009eb
Mathematical techniques in finance tools for incomplete markets / [electronic resource] : Ales Cerny. - 2nd ed. - Princeton [N.J.] : Princeton University Press, 2009. - xx, 390 p. : ill.
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.
Palo Alto, Calif. :
ebrary,
2010.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Finance--Mathematical models.
Risk management--Mathematical models.
Derivative securities--Mathematics.
Pricing--Mathematical models.
Electronic books.
HG106 / .C47 2009eb