Cerny, Ales,  1971- <br/><br/>
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. 
<br/><br/>Includes bibliographical references and index. 
<br/><br/>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. 
<br/><br/><br/>Electronic reproduction. <br/>Palo Alto, Calif. : <br/>ebrary, <br/>2010. <br/>Available via World Wide Web. <br/>Access may be limited to ebrary affiliated libraries. 
<br/><br/><label>ISBN: </label>
<br/><br/><label>Subjects--Topical Terms: </label><br/>Finance--Mathematical models.<br/>Risk management--Mathematical models.<br/>Derivative securities--Mathematics.<br/>Pricing--Mathematical models.
<br/><br/><label>Index Terms--Genre/Form: </label><br/>Electronic books.
<br/><br/><label>LC Class. No.: </label>HG106  / .C47 2009eb