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OCoLC |
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20240909213021.0 |
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m o d |
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100524s2009 nju o 000 0 eng d |
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|d MHW
|d OCLCQ
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|d OCLCQ
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|a 816388642
|a 994454677
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|a 9780691141213
|q (electronic bk.)
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|a 0691141215
|q (electronic bk.)
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|a 1282608142
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|a 9781282608146
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|a 9781400831487
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|a (OCoLC)630535176
|z (OCoLC)816388642
|z (OCoLC)994454677
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|a HG106
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|a KF
|2 bicssc
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|a HCDD
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| 100 |
1 |
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|a Černý, Aleš,
|d 1971-
|1 https://id.oclc.org/worldcat/entity/E39PCjtBhmxTpDDpXqPvCp8FTd
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|a Mathematical Techniques in Finance :
|b Tools for Incomplete Markets.
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| 260 |
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|a Princeton :
|b Princeton University Press,
|c 2009.
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|a 1 online resource (412 pages)
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| 336 |
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|a text
|b txt
|2 rdacontent
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|a computer
|b c
|2 rdamedia
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|a online resource
|b cr
|2 rdacarrier
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|a Preliminaries; Contents; Preface to the Second Edition; From the Preface to the First Edition; 1 The Simplest Model of Financial Markets; 2 Arbitrage and Pricing in the One Period Model; 3 Risk and Return in the One-Period Model; 4 Numerical Techniques for Optimal Portfolio Selection in Incomplete Markets; 5 Pricing in Dynamically Complete Markets; 6 Towards Continuous Time; 7 Fast Fourier Transform; 8 Information Management; 9 Martingales and Change of Measure in Finance; 10 Brownian Motion and It o Formulae; 11 Continuous Time Finance; 12 Finite Difference Methods.
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|a 13 Dynamic Option Hedging and Pricing in Incomplete MarketsAppendix A Calculus; Appendix B Probability; References; Index.
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|a Originally 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 Cern mixes tools from calculus, linear algebra, probability theory, numerical mathemat.
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|a Print version record.
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|a English.
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| 650 |
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|a Finance
|x Mathematical models.
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| 650 |
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|a Pricing
|x Mathematical models.
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| 650 |
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|a Risk management
|x Mathematical models.
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| 650 |
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|a Derivative securities
|x Mathematics.
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| 650 |
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|a Derivative securities
|x Mathematics
|2 fast
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| 650 |
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|a Finance
|x Mathematical models
|2 fast
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| 650 |
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|a Pricing
|x Mathematical models
|2 fast
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| 650 |
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|a Risk management
|x Mathematical models
|2 fast
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| 758 |
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|i has work:
|a Mathematical techniques in finance (Text)
|1 https://id.oclc.org/worldcat/entity/E39PD3xjmTFry8rTJ6mgyrkyQy
|4 https://id.oclc.org/worldcat/ontology/hasWork
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| 856 |
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|u https://ebookcentral.proquest.com/lib/holycrosscollege-ebooks/detail.action?docID=483536
|y Click for online access
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|a EBC-AC
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| 994 |
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|a 92
|b HCD
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