Mathematical techniques in finance: tools for incomplete markets
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Princeton [N.J.]
Princeton University Press
2009
|
| Edition: | 2nd ed |
| Subjects: | |
| Item Description: | Includes bibliographical references and index |
| Physical Description: | xx, 390 p. |
| ISBN: | 9780691141213 9781400831487 |
Staff View
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV044142024 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 170217s2009 |||| o||u| ||||||eng d | ||
| 020 | |a 9780691141213 |9 978-0-691-14121-3 | ||
| 020 | |a 9781400831487 |c Online |9 978-1-4008-3148-7 | ||
| 035 | |a (ZDB-30-PAD)EBC483536 | ||
| 035 | |a (ZDB-89-EBL)EBL483536 | ||
| 035 | |a (OCoLC)630535176 | ||
| 035 | |a (DE-599)BVBBV044142024 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 082 | 0 | |a 332.0151 | |
| 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 | |
| 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 | |
| 912 | |a ZDB-30-PAD |a ZDB-30-PBE | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-029548869 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
Record in the Search Index
| _version_ | 1804177238185213952 |
|---|---|
| any_adam_object | |
| 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 |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01888nmm a2200457zc 4500</leader><controlfield tag="001">BV044142024</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">170217s2009 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780691141213</subfield><subfield code="9">978-0-691-14121-3</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781400831487</subfield><subfield code="c">Online</subfield><subfield code="9">978-1-4008-3148-7</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-30-PAD)EBC483536</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-89-EBL)EBL483536</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)630535176</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV044142024</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.0151</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Černý, Aleš</subfield><subfield code="d">1971-</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 Cerny</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">2nd ed</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Princeton [N.J.]</subfield><subfield code="b">Princeton University Press</subfield><subfield code="c">2009</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">xx, 390 p.</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">Includes bibliographical references and index</subfield></datafield><datafield tag="505" ind1="0" ind2=" "><subfield code="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</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">Finance</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=" " ind2="4"><subfield code="a">Derivative securities</subfield><subfield code="x">Mathematics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Pricing</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="912" ind1=" " ind2=" "><subfield code="a">ZDB-30-PAD</subfield><subfield code="a">ZDB-30-PBE</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-029548869</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></record></collection> |
| id | DE-604.BV044142024 |
| 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 |