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 |
| Online Access: | |
| Physical Description: | 1 online resource (416 p.) |
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Table of 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