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Mathematical techniques in finance

by �Cern�y, Ale�s,
Additional authors: ebrary, Inc.
Edition statement:2nd ed. Published by : Princeton University Press, (Princeton [N.J.] :) Physical details: xx, 390 p. : ill.
Subject(s): Finance -- Mathematical models. | Risk management -- Mathematical models. | Derivative securities -- Mathematics. | Pricing -- Mathematical models. | Electronic books.
Year: 2009
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Includes bibliographical references and index.

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.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2010. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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