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008 210830t20092009nju fo d z eng d
020 _a9780691141213
_qprint
020 _a9781400831487
_qPDF
024 7 _a10.1515/9781400831487
_2doi
035 _a(DE-B1597)9781400831487
035 _a(DE-B1597)476919
035 _a(OCoLC)979881637
040 _aDE-B1597
_beng
_cDE-B1597
_erda
050 4 _aHG106
_b.C47 2009eb
072 7 _aBUS027000
_2bisacsh
082 0 4 _a332.015195
_222
084 _aonline - DeGruyter
100 1 _aCerný, Ales
_eautore
245 1 0 _aMathematical Techniques in Finance :
_bTools for Incomplete Markets - Second Edition /
_cAles Cerný.
250 _aSecond
264 1 _aPrinceton, NJ :
_bPrinceton University Press,
_c[2009]
264 4 _c©2009
300 _a1 online resource (416 p.)
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
505 0 0 _tFrontmatter --
_tContents --
_tPreface to the Second Edition --
_tFrom the Preface to the First Edition --
_t1. The Simplest Model of Financial Markets --
_t2. Arbitrage and Pricing in the One-Period Model --
_t3. Risk and Return in the One-Period Model --
_t4. Numerical Techniques for Optimal Portfolio Selection in Incomplete Markets --
_t5. Pricing in Dynamically Complete Markets --
_t6. Towards Continuous Time --
_t7. Fast Fourier Transform --
_t8. Information Management --
_t9. Martingales and Change of Measure in Finance --
_t10. Brownian Motion and Itô Formulae --
_t11. Continuous-Time Finance --
_t12. Finite-Difference Methods --
_tAppendix A. Calculus --
_tAppendix B. Probability --
_tReferences --
_tIndex
506 0 _arestricted access
_uhttp://purl.org/coar/access_right/c_16ec
_fonline access with authorization
_2star
520 _aOriginally published in 2003, Mathematical Techniques in Finance has become a standard textbook for master's-level finance courses containing a significant quantitative element while also being suitable for finance PhD students. This fully revised second edition continues to offer a carefully crafted blend of numerical applications and theoretical grounding in economics, finance, and mathematics, and provides plenty of opportunities for students to practice applied mathematics and cutting-edge finance. Ales Cerný mixes tools from calculus, linear algebra, probability theory, numerical mathematics, and programming to analyze in an accessible way some of the most intriguing problems in financial economics. The textbook is the perfect hands-on introduction to asset pricing, optimal portfolio selection, risk measurement, and investment evaluation. The new edition includes the most recent research in the area of incomplete markets and unhedgeable risks, adds a chapter on finite difference methods, and thoroughly updates all bibliographic references. Eighty figures, over seventy examples, twenty-five simple ready-to-run computer programs, and several spreadsheets enhance the learning experience. All computer codes have been rewritten using MATLAB and online supplementary materials have been completely updated. A standard textbook for graduate finance courses Introduction to asset pricing, portfolio selection, risk measurement, and investment evaluation Detailed examples and MATLAB codes integrated throughout the text Exercises and summaries of main points conclude each chapter
530 _aIssued also in print.
538 _aMode of access: Internet via World Wide Web.
546 _aIn English.
588 0 _aDescription based on online resource; title from PDF title page (publisher's Web site, viewed 30. Aug 2021)
650 0 _aDerivative securities
_xMathematics.
650 0 _aFinance
_xMathematical models.
650 0 _aPricing
_xMathematical models.
650 0 _aRisk management
_xMathematical models.
650 7 _aBUSINESS & ECONOMICS / Finance / General.
_2bisacsh
850 _aIT-RoAPU
856 4 0 _uhttps://doi.org/10.1515/9781400831487
856 4 0 _uhttps://www.degruyter.com/isbn/9781400831487
856 4 2 _3Cover
_uhttps://www.degruyter.com/cover/covers/9781400831487.jpg
942 _cEB
999 _c205938
_d205938