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000435564 020__ $$z9780691141213
000435564 020__ $$a9781400831487 (electronic bk.)
000435564 020__ $$a9781400831487 (electronic bk.)
000435564 035__ $$a(MiAaPQ)EBC483536
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000435564 035__ $$a(OCoLC)630535176
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000435564 050_4 $$aHG106$$b.C47 2009
000435564 1001_ $$aČerný, Aleš,$$d1971-
000435564 24510 $$aMathematical techniques in finance:$$btools for incomplete markets /$$cAles Cerny.
000435564 250__ $$a2nd ed.
000435564 260__ $$aPrinceton [N.J.] :$$bPrinceton University Press,$$c2009.
000435564 300__ $$axx, 390 p. :$$bill.
000435564 336__ $$atext$$2rdacontent
000435564 337__ $$acomputer$$2rdamedia
000435564 338__ $$aonline resource$$2rdacarrier
000435564 504__ $$aIncludes bibliographical references and index.
000435564 5050_ $$apt. 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.
000435564 506__ $$aAccess limited to authorized users.
000435564 650_0 $$aFinance$$xMathematical models.
000435564 650_0 $$aRisk management$$xMathematical models.
000435564 650_0 $$aDerivative securities$$xMathematics.
000435564 650_0 $$aPricing$$xMathematical models.
000435564 655_0 $$aElectronic books
000435564 852__ $$bebk
000435564 85640 $$3ProQuest Ebook Central Academic Complete $$uhttps://univsouthin.idm.oclc.org/login?url=https://ebookcentral.proquest.com/lib/usiricelib-ebooks/detail.action?docID=483536$$zOnline Access
000435564 909CO $$ooai:library.usi.edu:435564$$pGLOBAL_SET
000435564 980__ $$aBIB
000435564 980__ $$aEBOOK
000435564 982__ $$aEbook
000435564 983__ $$aOnline