LEADER 04103nam 2200697 a 450 001 9910792410303321 005 20230323131630.0 010 $a1-282-60814-2 010 $a9786612608148 010 $a1-4008-3148-2 010 $a0-691-14121-5 024 7 $a10.1515/9781400831487 035 $a(CKB)2670000000018129 035 $a(OCoLC)642475689 035 $a(CaPaEBR)ebrary10392622 035 $a(SSID)ssj0000439449 035 $a(PQKBManifestationID)12166447 035 $a(PQKBTitleCode)TC0000439449 035 $a(PQKBWorkID)10461132 035 $a(PQKB)10964786 035 $a(DE-B1597)476919 035 $a(OCoLC)979881637 035 $a(DE-B1597)9781400831487 035 $a(Au-PeEL)EBL483536 035 $a(CaPaEBR)ebr10392622 035 $a(CaONFJC)MIL260814 035 $a(OCoLC)630535176 035 $a(PPN)170246108 035 $a(MiAaPQ)EBC483536 035 $a(EXLCZ)992670000000018129 100 $a20100706d2009 uy 0 101 0 $aeng 135 $aurcn||||||||| 181 $ctxt 182 $cc 183 $acr 200 10$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 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 $a9910792410303321 996 $aMathematical techniques in finance$91224511 997 $aUNINA