Mathematical Techniques in Finance : : Tools for Incomplete Markets - Second Edition / / Ales Cerný.
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 c...
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Superior document: | Title is part of eBook package: De Gruyter Princeton University Press eBook-Package Backlist 2000-2013 |
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Place / Publishing House: | Princeton, NJ : : Princeton University Press, , [2009] ©2009 |
Year of Publication: | 2009 |
Edition: | Second |
Language: | English |
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Physical Description: | 1 online resource (416 p.) |
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Cerný, Ales, author. aut http://id.loc.gov/vocabulary/relators/aut Mathematical Techniques in Finance : Tools for Incomplete Markets - Second Edition / Ales Cerný. Second Princeton, NJ : Princeton University Press, [2009] ©2009 1 online resource (416 p.) text txt rdacontent computer c rdamedia online resource cr rdacarrier text file PDF rda Frontmatter -- 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 Itô Formulae -- 11. Continuous-Time Finance -- 12. Finite-Difference Methods -- Appendix A. Calculus -- Appendix B. Probability -- References -- Index restricted access http://purl.org/coar/access_right/c_16ec online access with authorization star 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 Cerný 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 Issued also in print. Mode of access: Internet via World Wide Web. In English. Description based on online resource; title from PDF title page (publisher's Web site, viewed 30. Aug 2021) Derivative securities Mathematics. Finance Mathematical models. Pricing Mathematical models. Risk management Mathematical models. BUSINESS & ECONOMICS / Finance / General. bisacsh Title is part of eBook package: De Gruyter Princeton University Press eBook-Package Backlist 2000-2013 9783110442502 print 9780691141213 https://doi.org/10.1515/9781400831487 https://www.degruyter.com/isbn/9781400831487 Cover https://www.degruyter.com/cover/covers/9781400831487.jpg |
language |
English |
format |
eBook |
author |
Cerný, Ales, Cerný, Ales, |
spellingShingle |
Cerný, Ales, Cerný, Ales, Mathematical Techniques in Finance : Tools for Incomplete Markets - Second Edition / Frontmatter -- 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 Itô Formulae -- 11. Continuous-Time Finance -- 12. Finite-Difference Methods -- Appendix A. Calculus -- Appendix B. Probability -- References -- Index |
author_facet |
Cerný, Ales, Cerný, Ales, |
author_variant |
a c ac a c ac |
author_role |
VerfasserIn VerfasserIn |
author_sort |
Cerný, Ales, |
title |
Mathematical Techniques in Finance : Tools for Incomplete Markets - Second Edition / |
title_sub |
Tools for Incomplete Markets - Second Edition / |
title_full |
Mathematical Techniques in Finance : Tools for Incomplete Markets - Second Edition / Ales Cerný. |
title_fullStr |
Mathematical Techniques in Finance : Tools for Incomplete Markets - Second Edition / Ales Cerný. |
title_full_unstemmed |
Mathematical Techniques in Finance : Tools for Incomplete Markets - Second Edition / Ales Cerný. |
title_auth |
Mathematical Techniques in Finance : Tools for Incomplete Markets - Second Edition / |
title_alt |
Frontmatter -- 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 Itô Formulae -- 11. Continuous-Time Finance -- 12. Finite-Difference Methods -- Appendix A. Calculus -- Appendix B. Probability -- References -- Index |
title_new |
Mathematical Techniques in Finance : |
title_sort |
mathematical techniques in finance : tools for incomplete markets - second edition / |
publisher |
Princeton University Press, |
publishDate |
2009 |
physical |
1 online resource (416 p.) Issued also in print. |
edition |
Second |
contents |
Frontmatter -- 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 Itô Formulae -- 11. Continuous-Time Finance -- 12. Finite-Difference Methods -- Appendix A. Calculus -- Appendix B. Probability -- References -- Index |
isbn |
9781400831487 9783110442502 9780691141213 |
callnumber-first |
H - Social Science |
callnumber-subject |
HG - Finance |
callnumber-label |
HG106 |
callnumber-sort |
HG 3106 C47 42009EB |
url |
https://doi.org/10.1515/9781400831487 https://www.degruyter.com/isbn/9781400831487 https://www.degruyter.com/cover/covers/9781400831487.jpg |
illustrated |
Not Illustrated |
dewey-hundreds |
300 - Social sciences |
dewey-tens |
330 - Economics |
dewey-ones |
332 - Financial economics |
dewey-full |
332.015195 |
dewey-sort |
3332.015195 |
dewey-raw |
332.015195 |
dewey-search |
332.015195 |
doi_str_mv |
10.1515/9781400831487 |
oclc_num |
979881637 |
work_keys_str_mv |
AT cernyales mathematicaltechniquesinfinancetoolsforincompletemarketssecondedition |
status_str |
n |
ids_txt_mv |
(DE-B1597)476919 (OCoLC)979881637 |
carrierType_str_mv |
cr |
hierarchy_parent_title |
Title is part of eBook package: De Gruyter Princeton University Press eBook-Package Backlist 2000-2013 |
is_hierarchy_title |
Mathematical Techniques in Finance : Tools for Incomplete Markets - Second Edition / |
container_title |
Title is part of eBook package: De Gruyter Princeton University Press eBook-Package Backlist 2000-2013 |
_version_ |
1806143542990471168 |
fullrecord |
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