TY - BOOK AU - �Cern�y,Ale�s ED - ebrary, Inc. TI - Mathematical techniques in finance: tools for incomplete markets AV - HG106 .C47 2009eb PY - 2009/// CY - Princeton [N.J.] PB - Princeton University Press KW - Finance KW - Mathematical models KW - Risk management KW - Derivative securities KW - Mathematics KW - Pricing KW - Electronic books KW - local N1 - 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 UR - http://site.ebrary.com/lib/rucke/Doc?id=10392622 ER -