Mathematical techniques in finance: tools for incomplete markets
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Princeton [N.J.]
Princeton University Press
2009
|
| Ausgabe: | 2nd ed |
| Schlagworte: | |
| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | xx, 390 p. |
| ISBN: | 9780691141213 9781400831487 |
Internformat
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| 100 | 1 | |a Černý, Aleš |d 1971- |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Mathematical techniques in finance |b tools for incomplete markets |c Ales Cerny |
| 250 | |a 2nd ed | ||
| 264 | 1 | |a Princeton [N.J.] |b Princeton University Press |c 2009 | |
| 300 | |a xx, 390 p. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 500 | |a Includes bibliographical references and index | ||
| 505 | 0 | |a 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 | |
| 650 | 4 | |a Mathematik | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Finance |x Mathematical models | |
| 650 | 4 | |a Risk management |x Mathematical models | |
| 650 | 4 | |a Derivative securities |x Mathematics | |
| 650 | 4 | |a Pricing |x Mathematical models | |
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Datensatz im Suchindex
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| author | Černý, Aleš 1971- |
| author_facet | Černý, Aleš 1971- |
| author_role | aut |
| author_sort | Černý, Aleš 1971- |
| author_variant | a č ač |
| building | Verbundindex |
| bvnumber | BV044142024 |
| collection | ZDB-30-PAD ZDB-30-PBE |
| 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 |
| ctrlnum | (ZDB-30-PAD)EBC483536 (ZDB-89-EBL)EBL483536 (OCoLC)630535176 (DE-599)BVBBV044142024 |
| dewey-full | 332.0151 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.0151 |
| dewey-search | 332.0151 |
| dewey-sort | 3332.0151 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 2nd ed |
| format | Electronic eBook |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:44:54Z |
| institution | BVB |
| isbn | 9780691141213 9781400831487 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029548869 |
| oclc_num | 630535176 |
| open_access_boolean | |
| physical | xx, 390 p. |
| psigel | ZDB-30-PAD ZDB-30-PBE |
| publishDate | 2009 |
| publishDateSearch | 2009 |
| publishDateSort | 2009 |
| publisher | Princeton University Press |
| record_format | marc |
| spelling | Černý, Aleš 1971- Verfasser aut Mathematical techniques in finance tools for incomplete markets Ales Cerny 2nd ed Princeton [N.J.] Princeton University Press 2009 xx, 390 p. txt rdacontent c rdamedia cr rdacarrier 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 Mathematik Mathematisches Modell Finance Mathematical models Risk management Mathematical models Derivative securities Mathematics Pricing Mathematical models Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 s 1\p DE-604 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Černý, Aleš 1971- Mathematical techniques in finance tools for incomplete markets 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 Mathematik Mathematisches Modell Finance Mathematical models Risk management Mathematical models Derivative securities Mathematics Pricing 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 Cerny |
| title_fullStr | Mathematical techniques in finance tools for incomplete markets Ales Cerny |
| title_full_unstemmed | Mathematical techniques in finance tools for incomplete markets Ales Cerny |
| 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 Finance Mathematical models Risk management Mathematical models Derivative securities Mathematics Pricing Mathematical models Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | Mathematik Mathematisches Modell Finance Mathematical models Risk management Mathematical models Derivative securities Mathematics Pricing Mathematical models Finanzmathematik |
| work_keys_str_mv | AT cernyales mathematicaltechniquesinfinancetoolsforincompletemarkets |