Mathematical techniques in finance: tools for incomplete markets / Ales Cerny.
Černý, Aleš, 1971-
2009
HG106 .C47 2009
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Title Mathematical techniques in finance: tools for incomplete markets / Ales Cerny.
Author Černý, Aleš, 1971-
Edition 2nd ed.
ISBN 9780691141213
9781400831487 (electronic bk.)
9781400831487 (electronic bk.)
Imprint Princeton [N.J.] : Princeton University Press, 2009.
Language English
Description xx, 390 p. : ill.
Call Number HG106 .C47 2009
Bibliography, etc. Note Includes bibliographical references and index.
Access Note Access limited to authorized users.
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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.

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