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Mathematical techniques in finance : tools for incomplete markets /
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.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Princeton, N.J. :
Princeton University Press,
©2009.
|
| Edición: | 2nd ed. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Černý, Aleš, |d 1971- | |
| 245 | 1 | 0 | |a Mathematical techniques in finance : |b tools for incomplete markets / |c Aleš Cerný. |
| 250 | |a 2nd ed. | ||
| 260 | |a Princeton, N.J. : |b Princeton University Press, |c ©2009. | ||
| 300 | |a 1 online resource (xx, 390 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
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| 504 | |a Includes bibliographical references (pages 381-384) and index. | ||
| 505 | 0 | |a 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. | |
| 588 | |a Print version record. | ||
| 520 | 8 | |a 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. | |
| 590 | |a JSTOR |b Books at JSTOR Demand Driven Acquisitions (DDA) | ||
| 590 | |a JSTOR |b Books at JSTOR Evidence Based Acquisitions | ||
| 590 | |a JSTOR |b Books at JSTOR All Purchased | ||
| 650 | 0 | |a Finance |x Mathematical models. | |
| 650 | 0 | |a Pricing |x Mathematical models. | |
| 650 | 0 | |a Risk management |x Mathematical models. | |
| 650 | 0 | |a Derivative securities |x Mathematics. | |
| 650 | 6 | |a Prix |x Fixation |x Modèles mathématiques. | |
| 650 | 6 | |a Instruments dérivés (Finances) |x Mathématiques. | |
| 650 | 6 | |a Finances |x Modèles mathématiques. | |
| 650 | 6 | |a Gestion du risque |x Modèles mathématiques. | |
| 650 | 7 | |a MATHEMATICS |x Applied. |2 bisacsh | |
| 650 | 7 | |a Derivative securities |x Mathematics |2 fast | |
| 650 | 7 | |a Finance |x Mathematical models |2 fast | |
| 650 | 7 | |a Pricing |x Mathematical models |2 fast | |
| 650 | 7 | |a Risk management |x Mathematical models |2 fast | |
| 650 | 7 | |a Finanzmathematik |2 gnd | |
| 650 | 7 | |a Wertpapiermarkt |x Mathematisches Modell. |2 idsbb | |
| 650 | 7 | |a Kreditmarkt |x Mathematisches Modell. |2 idsbb | |
| 650 | 7 | |a Mathematisches Modell |x Kreditmarkt. |2 idsbb | |
| 650 | 7 | |a Mathematisches Modell |x Wertpapiermarkt. |2 idsbb | |
| 650 | 7 | |a Finanzmathematik. |2 idsbb | |
| 650 | 7 | |a Instruments dérivés (Finances) |x Mathématiques. |2 rvm | |
| 650 | 7 | |a Prix |x Fixation |x Modèles mathématiques. |2 rvm | |
| 650 | 7 | |a Finance |x mathematical models. |2 shbe | |
| 650 | 7 | |a Mathematik. |2 stw | |
| 650 | 7 | |a Finanzmarkt. |2 stw | |
| 650 | 7 | |a Unternehmensfinanzierung. |2 stw | |
| 650 | 7 | |a Portfolio-Management. |2 stw | |
| 650 | 7 | |a Arbitrage Pricing. |2 stw | |
| 650 | 7 | |a Theorie. |2 stw | |
| 776 | 0 | 8 | |i Print version: |a Černý, Aleš, 1971- |t Mathematical techniques in finance. |b 2nd ed. |d Princeton, N.J. : Princeton University Press, ©2009 |w (DLC) 2009923897 |
| 856 | 4 | 0 | |u https://jstor.uam.elogim.com/stable/10.2307/j.ctt1f89t04 |z Texto completo |
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