Mathematical techniques in finance : tools for incomplete markets /

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In the best engineering tradition, Aleš Černý mixes tools from calculus, linear algebra, probability theory, numerical mathematics, and programming to analyse in an accessible way some of the most intriguing problems in financial economics.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Černý, Aleš, 1971-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Princeton, N.J. : Princeton University Press, ©2009.
Edición:2nd ed.
Temas:
Finance > Mathematical models.
Pricing > Mathematical models.
Risk management > Mathematical models.
Derivative securities > Mathematics.
Prix > Fixation > Modèles mathématiques.
Instruments dérivés (Finances) > Mathématiques.
Finances > Modèles mathématiques.
Gestion du risque > Modèles mathématiques.
MATHEMATICS > Applied.
Derivative securities > Mathematics
Finance > Mathematical models
Pricing > Mathematical models
Risk management > Mathematical models
Finanzmathematik
Wertpapiermarkt > Mathematisches Modell.
Kreditmarkt > Mathematisches Modell.
Mathematisches Modell > Kreditmarkt.
Mathematisches Modell > Wertpapiermarkt.
Finanzmathematik.
Finance > mathematical models.
Mathematik.
Finanzmarkt.
Unternehmensfinanzierung.
Portfolio-Management.
Arbitrage Pricing.
Theorie.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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.

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