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101 0 $aeng
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200 10$aMathematical techniques in finance$b[electronic resource] $etools for incomplete markets /$fAles Cerny
205   $a2nd ed.
210   $aPrinceton [N.J.] $cPrinceton University Press$d2009
215   $a1 online resource (412 p.) 
300   $aBibliographic Level Mode of Issuance: Monograph
320   $aIncludes bibliographical references and index.
327   $apt. 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.
330   $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 Cernư 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 
606   $aFinance$xMathematical models
606   $aRisk management$xMathematical models
606   $aDerivative securities$xMathematics
606   $aPricing$xMathematical models
608   $aElectronic books.
615  0$aFinance$xMathematical models.
615  0$aRisk management$xMathematical models.
615  0$aDerivative securities$xMathematics.
615  0$aPricing$xMathematical models.
676   $a332.015195
700   $aC?erny?$b Ales?$f1971-$0629492
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910459356403321
996   $aMathematical techniques in finance$91224511
997   $aUNINA