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...
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| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Princeton, NJ
Princeton University Press
[2016]
|
| Edition: | Second |
| Subjects: | |
| Online Access: | DE-859 DE-860 DE-473 DE-739 DE-1046 DE-1043 DE-858 Volltext |
| Summary: | 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 |
| Item Description: | Description based on online resource; title from PDF title page (publisher's Web site, viewed Nov. 7, 2016) |
| Physical Description: | 1 online resource |
| ISBN: | 9781400831487 |
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| 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 | ||
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| 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 |
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