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The Resource Mathematical techniques in finance : tools for incomplete markets, Aleš Cerný

Mathematical techniques in finance : tools for incomplete markets, Aleš Cerný

Label
Mathematical techniques in finance : tools for incomplete markets
Title
Mathematical techniques in finance
Title remainder
tools for incomplete markets
Statement of responsibility
Aleš Cerný
Creator
Subject
Genre
Language
eng
Summary
In the best engineering tradition, Aleš Černý mixes tools from calculus, linear algebra, probability theory, numerical mathematics, and programming to analyse in an accessible way some of the most intriguing problems in financial economics
Cataloging source
CDX
http://library.link/vocab/creatorDate
1971-
http://library.link/vocab/creatorName
Černý, Aleš
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/subjectName
  • Finance
  • Pricing
  • Risk management
  • Derivative securities
  • Prix
  • Instruments dérivés (Finances)
  • MATHEMATICS
  • Derivative securities
  • Finance
  • Pricing
  • Risk management
  • Finanzmathematik
  • Wertpapiermarkt
  • Kreditmarkt
  • Mathematisches Modell
  • Mathematisches Modell
  • Finanzmathematik
  • Mathematik
  • Finanzmarkt
  • Unternehmensfinanzierung
  • Portfolio-Management
  • Arbitrage Pricing
  • Theorie
  • Finance
  • Prix
  • Instruments dérivés (Finances)
  • BUSINESS & ECONOMICS
  • Decision-Making & Problem Solving
  • Finance
  • Business & Economics
  • Finance - General
  • Business & Economics
  • Finance
  • Finance
Label
Mathematical techniques in finance : tools for incomplete markets, Aleš Cerný
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages 381-384) and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
other
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
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
Control code
ocn642475689
Dimensions
unknown
Edition
2nd ed
Extent
1 online resource (xx, 390 pages)
Form of item
online
Isbn
9781400831487
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Note
JSTOR
Other physical details
illustrations
http://library.link/vocab/ext/overdrive/overdriveId
  • 260814
  • 3b934fe7-b2f6-4423-913f-5f6a134b392c
  • 22573/ctt1fd22qw
Specific material designation
remote
System control number
(OCoLC)642475689
Label
Mathematical techniques in finance : tools for incomplete markets, Aleš Cerný
Publication
Bibliography note
Includes bibliographical references (pages 381-384) and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
other
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
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
Control code
ocn642475689
Dimensions
unknown
Edition
2nd ed
Extent
1 online resource (xx, 390 pages)
Form of item
online
Isbn
9781400831487
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Note
JSTOR
Other physical details
illustrations
http://library.link/vocab/ext/overdrive/overdriveId
  • 260814
  • 3b934fe7-b2f6-4423-913f-5f6a134b392c
  • 22573/ctt1fd22qw
Specific material designation
remote
System control number
(OCoLC)642475689

Library Locations

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      5998 Alcalá Park, San Diego, CA, 92110-2492, US
      32.771354 -117.193327
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