Mathematical Techniques in Finance: Tools for Incomplete Markets
Originally published in 2003, Mathematical Techniques in Finance has become a standard textbook for master's-level finance courses containing a significant quantitative element while also being suitable for finance PhD students. This fully revised second edition continues to offer a carefully c...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Princeton, NJ
Princeton University Press
[2016]
|
| Ausgabe: | Second |
| Schlagworte: | |
| Online-Zugang: | FHA01 FKE01 FLA01 UBG01 UPA01 FAW01 FAB01 FCO01 Volltext |
| Zusammenfassung: | Originally published in 2003, Mathematical Techniques in Finance has become a standard textbook for master's-level finance courses containing a significant quantitative element while also being suitable for finance PhD students. This fully revised second edition continues to offer a carefully crafted blend of numerical applications and theoretical grounding in economics, finance, and mathematics, and provides plenty of opportunities for students to practice applied mathematics and cutting-edge finance. Ales Cerný mixes tools from calculus, linear algebra, probability theory, numerical mathematics, and programming to analyze in an accessible way some of the most intriguing problems in financial economics. The textbook is the perfect hands-on introduction to asset pricing, optimal portfolio selection, risk measurement, and investment evaluation. The new edition includes the most recent research in the area of incomplete markets and unhedgeable risks, adds a chapter on finite difference methods, and thoroughly updates all bibliographic references. Eighty figures, over seventy examples, twenty-five simple ready-to-run computer programs, and several spreadsheets enhance the learning experience. All computer codes have been rewritten using MATLAB and online supplementary materials have been completely updated. A standard textbook for graduate finance courses Introduction to asset pricing, portfolio selection, risk measurement, and investment evaluation Detailed examples and MATLAB codes integrated throughout the text Exercises and summaries of main points conclude each chapter |
| Beschreibung: | Description based on online resource; title from PDF title page (publisher's Web site, viewed Nov. 7, 2016) |
| Beschreibung: | 1 online resource |
| ISBN: | 9781400831487 |
Internformat
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV043979219 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 161227s2016 |||| o||u| ||||||eng d | ||
| 020 | |a 9781400831487 |9 978-1-4008-3148-7 | ||
| 024 | 7 | |a 10.1515/9781400831487 |2 doi | |
| 035 | |a (ZDB-23-DGG)9781400831487 | ||
| 035 | |a (OCoLC)1165564390 | ||
| 035 | |a (DE-599)BVBBV043979219 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-473 |a DE-859 |a DE-Aug4 |a DE-860 |a DE-739 |a DE-1046 |a DE-1043 |a DE-858 | ||
| 082 | 0 | |a 332.015195 |2 22 | |
| 100 | 1 | |a Cerný, Ales |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Mathematical Techniques in Finance |b Tools for Incomplete Markets |c Ales Cerný |
| 250 | |a Second | ||
| 264 | 1 | |a Princeton, NJ |b Princeton University Press |c [2016] | |
| 264 | 4 | |c © 2009 | |
| 300 | |a 1 online resource | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 500 | |a Description based on online resource; title from PDF title page (publisher's Web site, viewed Nov. 7, 2016) | ||
| 520 | |a Originally published in 2003, Mathematical Techniques in Finance has become a standard textbook for master's-level finance courses containing a significant quantitative element while also being suitable for finance PhD students. This fully revised second edition continues to offer a carefully crafted blend of numerical applications and theoretical grounding in economics, finance, and mathematics, and provides plenty of opportunities for students to practice applied mathematics and cutting-edge finance. Ales Cerný mixes tools from calculus, linear algebra, probability theory, numerical mathematics, and programming to analyze in an accessible way some of the most intriguing problems in financial economics. The textbook is the perfect hands-on introduction to asset pricing, optimal portfolio selection, risk measurement, and investment evaluation. The new edition includes the most recent research in the area of incomplete markets and unhedgeable risks, adds a chapter on finite difference methods, and thoroughly updates all bibliographic references. Eighty figures, over seventy examples, twenty-five simple ready-to-run computer programs, and several spreadsheets enhance the learning experience. All computer codes have been rewritten using MATLAB and online supplementary materials have been completely updated. A standard textbook for graduate finance courses Introduction to asset pricing, portfolio selection, risk measurement, and investment evaluation Detailed examples and MATLAB codes integrated throughout the text Exercises and summaries of main points conclude each chapter | ||
| 546 | |a In English | ||
| 650 | 4 | |a Mathematik | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Derivative securities |x Mathematics | |
| 650 | 4 | |a Finance |x Mathematical models | |
| 650 | 4 | |a Pricing |x Mathematical models | |
| 650 | 4 | |a Risk management |x Mathematical models | |
| 650 | 0 | 7 | |a Finanzmathematik |0 (DE-588)4017195-4 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Finanzmathematik |0 (DE-588)4017195-4 |D s |
| 689 | 0 | |8 1\p |5 DE-604 | |
| 856 | 4 | 0 | |u https://www.degruyter.com/doi/book/10.1515/9781400831487 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-23-DGG | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-029387655 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 966 | e | |u https://www.degruyter.com/doi/book/10.1515/9781400831487?locatt=mode:legacy |l FHA01 |p ZDB-23-DGG |q FHA_PDA_DGG |x Verlag |3 Volltext | |
| 966 | e | |u https://www.degruyter.com/doi/book/10.1515/9781400831487?locatt=mode:legacy |l FKE01 |p ZDB-23-DGG |q FKE_PDA_DGG |x Verlag |3 Volltext | |
| 966 | e | |u https://www.degruyter.com/doi/book/10.1515/9781400831487?locatt=mode:legacy |l FLA01 |p ZDB-23-DGG |q FLA_PDA_DGG |x Verlag |3 Volltext | |
| 966 | e | |u https://www.degruyter.com/doi/book/10.1515/9781400831487?locatt=mode:legacy |l UBG01 |p ZDB-23-DGG |q UBG_PDA_DGG |x Verlag |3 Volltext | |
| 966 | e | |u https://www.degruyter.com/doi/book/10.1515/9781400831487?locatt=mode:legacy |l UPA01 |p ZDB-23-DGG |q UPA_PDA_DGG |x Verlag |3 Volltext | |
| 966 | e | |u https://www.degruyter.com/doi/book/10.1515/9781400831487?locatt=mode:legacy |l FAW01 |p ZDB-23-DGG |q FAW_PDA_DGG |x Verlag |3 Volltext | |
| 966 | e | |u https://www.degruyter.com/doi/book/10.1515/9781400831487?locatt=mode:legacy |l FAB01 |p ZDB-23-DGG |q FAB_PDA_DGG |x Verlag |3 Volltext | |
| 966 | e | |u https://www.degruyter.com/doi/book/10.1515/9781400831487?locatt=mode:legacy |l FCO01 |p ZDB-23-DGG |q FCO_PDA_DGG |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804176944150872064 |
|---|---|
| any_adam_object | |
| author | Cerný, Ales |
| author_facet | Cerný, Ales |
| author_role | aut |
| author_sort | Cerný, Ales |
| author_variant | a c ac |
| building | Verbundindex |
| bvnumber | BV043979219 |
| collection | ZDB-23-DGG |
| ctrlnum | (ZDB-23-DGG)9781400831487 (OCoLC)1165564390 (DE-599)BVBBV043979219 |
| dewey-full | 332.015195 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.015195 |
| dewey-search | 332.015195 |
| dewey-sort | 3332.015195 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | Second |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>04527nmm a2200589zc 4500</leader><controlfield tag="001">BV043979219</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">161227s2016 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781400831487</subfield><subfield code="9">978-1-4008-3148-7</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1515/9781400831487</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-23-DGG)9781400831487</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1165564390</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV043979219</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-473</subfield><subfield code="a">DE-859</subfield><subfield code="a">DE-Aug4</subfield><subfield code="a">DE-860</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-1046</subfield><subfield code="a">DE-1043</subfield><subfield code="a">DE-858</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.015195</subfield><subfield code="2">22</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Cerný, Ales</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Mathematical Techniques in Finance</subfield><subfield code="b">Tools for Incomplete Markets</subfield><subfield code="c">Ales Cerný</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">Second</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Princeton, NJ</subfield><subfield code="b">Princeton University Press</subfield><subfield code="c">[2016]</subfield></datafield><datafield tag="264" ind1=" " ind2="4"><subfield code="c">© 2009</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Description based on online resource; title from PDF title page (publisher's Web site, viewed Nov. 7, 2016)</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">Originally published in 2003, Mathematical Techniques in Finance has become a standard textbook for master's-level finance courses containing a significant quantitative element while also being suitable for finance PhD students. This fully revised second edition continues to offer a carefully crafted blend of numerical applications and theoretical grounding in economics, finance, and mathematics, and provides plenty of opportunities for students to practice applied mathematics and cutting-edge finance. Ales Cerný mixes tools from calculus, linear algebra, probability theory, numerical mathematics, and programming to analyze in an accessible way some of the most intriguing problems in financial economics. The textbook is the perfect hands-on introduction to asset pricing, optimal portfolio selection, risk measurement, and investment evaluation. The new edition includes the most recent research in the area of incomplete markets and unhedgeable risks, adds a chapter on finite difference methods, and thoroughly updates all bibliographic references. Eighty figures, over seventy examples, twenty-five simple ready-to-run computer programs, and several spreadsheets enhance the learning experience. All computer codes have been rewritten using MATLAB and online supplementary materials have been completely updated. A standard textbook for graduate finance courses Introduction to asset pricing, portfolio selection, risk measurement, and investment evaluation Detailed examples and MATLAB codes integrated throughout the text Exercises and summaries of main points conclude each chapter</subfield></datafield><datafield tag="546" ind1=" " ind2=" "><subfield code="a">In English</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematik</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Derivative securities</subfield><subfield code="x">Mathematics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finance</subfield><subfield code="x">Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Pricing</subfield><subfield code="x">Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Risk management</subfield><subfield code="x">Mathematical models</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://www.degruyter.com/doi/book/10.1515/9781400831487</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-23-DGG</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-029387655</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://www.degruyter.com/doi/book/10.1515/9781400831487?locatt=mode:legacy</subfield><subfield code="l">FHA01</subfield><subfield code="p">ZDB-23-DGG</subfield><subfield code="q">FHA_PDA_DGG</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://www.degruyter.com/doi/book/10.1515/9781400831487?locatt=mode:legacy</subfield><subfield code="l">FKE01</subfield><subfield code="p">ZDB-23-DGG</subfield><subfield code="q">FKE_PDA_DGG</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://www.degruyter.com/doi/book/10.1515/9781400831487?locatt=mode:legacy</subfield><subfield code="l">FLA01</subfield><subfield code="p">ZDB-23-DGG</subfield><subfield code="q">FLA_PDA_DGG</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://www.degruyter.com/doi/book/10.1515/9781400831487?locatt=mode:legacy</subfield><subfield code="l">UBG01</subfield><subfield code="p">ZDB-23-DGG</subfield><subfield code="q">UBG_PDA_DGG</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://www.degruyter.com/doi/book/10.1515/9781400831487?locatt=mode:legacy</subfield><subfield code="l">UPA01</subfield><subfield code="p">ZDB-23-DGG</subfield><subfield code="q">UPA_PDA_DGG</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://www.degruyter.com/doi/book/10.1515/9781400831487?locatt=mode:legacy</subfield><subfield code="l">FAW01</subfield><subfield code="p">ZDB-23-DGG</subfield><subfield code="q">FAW_PDA_DGG</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://www.degruyter.com/doi/book/10.1515/9781400831487?locatt=mode:legacy</subfield><subfield code="l">FAB01</subfield><subfield code="p">ZDB-23-DGG</subfield><subfield code="q">FAB_PDA_DGG</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://www.degruyter.com/doi/book/10.1515/9781400831487?locatt=mode:legacy</subfield><subfield code="l">FCO01</subfield><subfield code="p">ZDB-23-DGG</subfield><subfield code="q">FCO_PDA_DGG</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV043979219 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:40:13Z |
| institution | BVB |
| isbn | 9781400831487 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029387655 |
| oclc_num | 1165564390 |
| open_access_boolean | |
| owner | DE-473 DE-BY-UBG DE-859 DE-Aug4 DE-860 DE-739 DE-1046 DE-1043 DE-858 |
| owner_facet | DE-473 DE-BY-UBG DE-859 DE-Aug4 DE-860 DE-739 DE-1046 DE-1043 DE-858 |
| physical | 1 online resource |
| psigel | ZDB-23-DGG ZDB-23-DGG FHA_PDA_DGG ZDB-23-DGG FKE_PDA_DGG ZDB-23-DGG FLA_PDA_DGG ZDB-23-DGG UBG_PDA_DGG ZDB-23-DGG UPA_PDA_DGG ZDB-23-DGG FAW_PDA_DGG ZDB-23-DGG FAB_PDA_DGG ZDB-23-DGG FCO_PDA_DGG |
| publishDate | 2016 |
| publishDateSearch | 2016 |
| publishDateSort | 2016 |
| publisher | Princeton University Press |
| record_format | marc |
| spelling | Cerný, Ales Verfasser aut Mathematical Techniques in Finance Tools for Incomplete Markets Ales Cerný Second Princeton, NJ Princeton University Press [2016] © 2009 1 online resource txt rdacontent c rdamedia cr rdacarrier Description based on online resource; title from PDF title page (publisher's Web site, viewed Nov. 7, 2016) Originally published in 2003, Mathematical Techniques in Finance has become a standard textbook for master's-level finance courses containing a significant quantitative element while also being suitable for finance PhD students. This fully revised second edition continues to offer a carefully crafted blend of numerical applications and theoretical grounding in economics, finance, and mathematics, and provides plenty of opportunities for students to practice applied mathematics and cutting-edge finance. Ales Cerný mixes tools from calculus, linear algebra, probability theory, numerical mathematics, and programming to analyze in an accessible way some of the most intriguing problems in financial economics. The textbook is the perfect hands-on introduction to asset pricing, optimal portfolio selection, risk measurement, and investment evaluation. The new edition includes the most recent research in the area of incomplete markets and unhedgeable risks, adds a chapter on finite difference methods, and thoroughly updates all bibliographic references. Eighty figures, over seventy examples, twenty-five simple ready-to-run computer programs, and several spreadsheets enhance the learning experience. All computer codes have been rewritten using MATLAB and online supplementary materials have been completely updated. A standard textbook for graduate finance courses Introduction to asset pricing, portfolio selection, risk measurement, and investment evaluation Detailed examples and MATLAB codes integrated throughout the text Exercises and summaries of main points conclude each chapter In English Mathematik Mathematisches Modell Derivative securities Mathematics Finance Mathematical models Pricing Mathematical models Risk management Mathematical models Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 s 1\p DE-604 https://www.degruyter.com/doi/book/10.1515/9781400831487 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Cerný, Ales Mathematical Techniques in Finance Tools for Incomplete Markets Mathematik Mathematisches Modell Derivative securities Mathematics Finance Mathematical models Pricing Mathematical models Risk management Mathematical models Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4017195-4 |
| title | Mathematical Techniques in Finance Tools for Incomplete Markets |
| title_auth | Mathematical Techniques in Finance Tools for Incomplete Markets |
| title_exact_search | Mathematical Techniques in Finance Tools for Incomplete Markets |
| title_full | Mathematical Techniques in Finance Tools for Incomplete Markets Ales Cerný |
| title_fullStr | Mathematical Techniques in Finance Tools for Incomplete Markets Ales Cerný |
| title_full_unstemmed | Mathematical Techniques in Finance Tools for Incomplete Markets Ales Cerný |
| title_short | Mathematical Techniques in Finance |
| title_sort | mathematical techniques in finance tools for incomplete markets |
| title_sub | Tools for Incomplete Markets |
| topic | Mathematik Mathematisches Modell Derivative securities Mathematics Finance Mathematical models Pricing Mathematical models Risk management Mathematical models Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | Mathematik Mathematisches Modell Derivative securities Mathematics Finance Mathematical models Pricing Mathematical models Risk management Mathematical models Finanzmathematik |
| url | https://www.degruyter.com/doi/book/10.1515/9781400831487 |
| work_keys_str_mv | AT cernyales mathematicaltechniquesinfinancetoolsforincompletemarkets |