Mathematical techniques in finance :: tools for incomplete markets /
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.
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Princeton, N.J. :
Princeton University Press,
©2009.
|
| Ausgabe: | 2nd ed. |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | 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. |
| Beschreibung: | 1 online resource (xx, 390 pages) : illustrations |
| Bibliographie: | Includes bibliographical references (pages 381-384) and index. |
| ISBN: | 1400831482 9781400831487 9786612608148 6612608145 |
Internformat
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| 100 | 1 | |a Černý, Aleš, |d 1971- |1 https://id.oclc.org/worldcat/entity/E39PCjtBhmxTpDDpXqPvCp8FTd |0 http://id.loc.gov/authorities/names/n2003104508 | |
| 245 | 1 | 0 | |a Mathematical techniques in finance : |b tools for incomplete markets / |c Aleš Cerný. |
| 250 | |a 2nd ed. | ||
| 260 | |a Princeton, N.J. : |b Princeton University Press, |c ©2009. | ||
| 300 | |a 1 online resource (xx, 390 pages) : |b illustrations | ||
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| 504 | |a Includes bibliographical references (pages 381-384) 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. | |
| 588 | |a Print version record. | ||
| 520 | 8 | |a 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. | |
| 650 | 0 | |a Finance |x Mathematical models. |0 http://id.loc.gov/authorities/subjects/sh85048260 | |
| 650 | 0 | |a Pricing |x Mathematical models. | |
| 650 | 0 | |a Risk management |x Mathematical models. | |
| 650 | 0 | |a Derivative securities |x Mathematics. | |
| 650 | 6 | |a Prix |x Fixation |x Modèles mathématiques. | |
| 650 | 6 | |a Instruments dérivés (Finances) |x Mathématiques. | |
| 650 | 6 | |a Finances |x Modèles mathématiques. | |
| 650 | 6 | |a Gestion du risque |x Modèles mathématiques. | |
| 650 | 7 | |a MATHEMATICS |x Applied. |2 bisacsh | |
| 650 | 7 | |a Derivative securities |x Mathematics |2 fast | |
| 650 | 7 | |a Finance |x Mathematical models |2 fast | |
| 650 | 7 | |a Pricing |x Mathematical models |2 fast | |
| 650 | 7 | |a Risk management |x Mathematical models |2 fast | |
| 650 | 7 | |a Finanzmathematik |2 gnd | |
| 650 | 7 | |a Wertpapiermarkt |x Mathematisches Modell. |2 idsbb | |
| 650 | 7 | |a Kreditmarkt |x Mathematisches Modell. |2 idsbb | |
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| 650 | 7 | |a Finanzmathematik. |2 idsbb | |
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| 650 | 7 | |a Prix |x Fixation |x Modèles mathématiques. |2 rvm | |
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| 650 | 7 | |a Mathematik. |2 stw | |
| 650 | 7 | |a Finanzmarkt. |2 stw | |
| 650 | 7 | |a Unternehmensfinanzierung. |2 stw | |
| 650 | 7 | |a Portfolio-Management. |2 stw | |
| 650 | 7 | |a Arbitrage Pricing. |2 stw | |
| 650 | 7 | |a Theorie. |2 stw | |
| 758 | |i has work: |a Mathematical techniques in finance (Text) |1 https://id.oclc.org/worldcat/entity/E39PD3xjmTFry8rTJ6mgyrkyQy |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Černý, Aleš, 1971- |t Mathematical techniques in finance. |b 2nd ed. |d Princeton, N.J. : Princeton University Press, ©2009 |w (DLC) 2009923897 |
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| author | Černý, Aleš, 1971- |
| author_GND | http://id.loc.gov/authorities/names/n2003104508 |
| author_facet | Černý, Aleš, 1971- |
| author_role | |
| author_sort | Černý, Aleš, 1971- |
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| callnumber-first | H - Social Science |
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| 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 | (OCoLC)642475689 |
| 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 | Mathematik Wirtschaftswissenschaften |
| edition | 2nd ed. |
| format | Electronic eBook |
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| id | ZDB-4-EBA-ocn642475689 |
| illustrated | Illustrated |
| indexdate | 2024-11-27T13:17:14Z |
| institution | BVB |
| isbn | 1400831482 9781400831487 9786612608148 6612608145 |
| language | English |
| oclc_num | 642475689 |
| open_access_boolean | |
| owner | MAIN DE-863 DE-BY-FWS |
| owner_facet | MAIN DE-863 DE-BY-FWS |
| physical | 1 online resource (xx, 390 pages) : illustrations |
| psigel | ZDB-4-EBA |
| publishDate | 2009 |
| publishDateSearch | 2009 |
| publishDateSort | 2009 |
| publisher | Princeton University Press, |
| record_format | marc |
| spelling | Černý, Aleš, 1971- https://id.oclc.org/worldcat/entity/E39PCjtBhmxTpDDpXqPvCp8FTd http://id.loc.gov/authorities/names/n2003104508 Mathematical techniques in finance : tools for incomplete markets / Aleš Cerný. 2nd ed. Princeton, N.J. : Princeton University Press, ©2009. 1 online resource (xx, 390 pages) : illustrations text txt rdacontent computer c rdamedia online resource cr rdacarrier polychrome. rdacc http://rdaregistry.info/termList/RDAColourContent/1003 text file rdaft http://rdaregistry.info/termList/fileType/1002 Includes bibliographical references (pages 381-384) 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. Print version record. 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. Finance Mathematical models. http://id.loc.gov/authorities/subjects/sh85048260 Pricing Mathematical models. Risk management Mathematical models. Derivative securities Mathematics. Prix Fixation Modèles mathématiques. Instruments dérivés (Finances) Mathématiques. Finances Modèles mathématiques. Gestion du risque Modèles mathématiques. MATHEMATICS Applied. bisacsh Derivative securities Mathematics fast Finance Mathematical models fast Pricing Mathematical models fast Risk management Mathematical models fast Finanzmathematik gnd Wertpapiermarkt Mathematisches Modell. idsbb Kreditmarkt Mathematisches Modell. idsbb Mathematisches Modell Kreditmarkt. idsbb Mathematisches Modell Wertpapiermarkt. idsbb Finanzmathematik. idsbb Instruments dérivés (Finances) Mathématiques. rvm Prix Fixation Modèles mathématiques. rvm Finance mathematical models. shbe Mathematik. stw Finanzmarkt. stw Unternehmensfinanzierung. stw Portfolio-Management. stw Arbitrage Pricing. stw Theorie. stw has work: Mathematical techniques in finance (Text) https://id.oclc.org/worldcat/entity/E39PD3xjmTFry8rTJ6mgyrkyQy https://id.oclc.org/worldcat/ontology/hasWork Print version: Černý, Aleš, 1971- Mathematical techniques in finance. 2nd ed. Princeton, N.J. : Princeton University Press, ©2009 (DLC) 2009923897 FWS01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=329705 Volltext |
| 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. Finance Mathematical models. http://id.loc.gov/authorities/subjects/sh85048260 Pricing Mathematical models. Risk management Mathematical models. Derivative securities Mathematics. Prix Fixation Modèles mathématiques. Instruments dérivés (Finances) Mathématiques. Finances Modèles mathématiques. Gestion du risque Modèles mathématiques. MATHEMATICS Applied. bisacsh Derivative securities Mathematics fast Finance Mathematical models fast Pricing Mathematical models fast Risk management Mathematical models fast Finanzmathematik gnd Wertpapiermarkt Mathematisches Modell. idsbb Kreditmarkt Mathematisches Modell. idsbb Mathematisches Modell Kreditmarkt. idsbb Mathematisches Modell Wertpapiermarkt. idsbb Finanzmathematik. idsbb Instruments dérivés (Finances) Mathématiques. rvm Prix Fixation Modèles mathématiques. rvm Finance mathematical models. shbe Mathematik. stw Finanzmarkt. stw Unternehmensfinanzierung. stw Portfolio-Management. stw Arbitrage Pricing. stw Theorie. stw |
| subject_GND | http://id.loc.gov/authorities/subjects/sh85048260 |
| 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 / Aleš Cerný. |
| title_fullStr | Mathematical techniques in finance : tools for incomplete markets / Aleš Cerný. |
| title_full_unstemmed | Mathematical techniques in finance : tools for incomplete markets / Aleš Cerný. |
| title_short | Mathematical techniques in finance : |
| title_sort | mathematical techniques in finance tools for incomplete markets |
| title_sub | tools for incomplete markets / |
| topic | Finance Mathematical models. http://id.loc.gov/authorities/subjects/sh85048260 Pricing Mathematical models. Risk management Mathematical models. Derivative securities Mathematics. Prix Fixation Modèles mathématiques. Instruments dérivés (Finances) Mathématiques. Finances Modèles mathématiques. Gestion du risque Modèles mathématiques. MATHEMATICS Applied. bisacsh Derivative securities Mathematics fast Finance Mathematical models fast Pricing Mathematical models fast Risk management Mathematical models fast Finanzmathematik gnd Wertpapiermarkt Mathematisches Modell. idsbb Kreditmarkt Mathematisches Modell. idsbb Mathematisches Modell Kreditmarkt. idsbb Mathematisches Modell Wertpapiermarkt. idsbb Finanzmathematik. idsbb Instruments dérivés (Finances) Mathématiques. rvm Prix Fixation Modèles mathématiques. rvm Finance mathematical models. shbe Mathematik. stw Finanzmarkt. stw Unternehmensfinanzierung. stw Portfolio-Management. stw Arbitrage Pricing. stw Theorie. stw |
| topic_facet | Finance Mathematical models. Pricing Mathematical models. Risk management Mathematical models. Derivative securities Mathematics. Prix Fixation Modèles mathématiques. Instruments dérivés (Finances) Mathématiques. Finances Modèles mathématiques. Gestion du risque Modèles mathématiques. MATHEMATICS Applied. Derivative securities Mathematics Finance Mathematical models Pricing Mathematical models Risk management Mathematical models Finanzmathematik Wertpapiermarkt Mathematisches Modell. Kreditmarkt Mathematisches Modell. Mathematisches Modell Kreditmarkt. Mathematisches Modell Wertpapiermarkt. Finanzmathematik. Finance mathematical models. Mathematik. Finanzmarkt. Unternehmensfinanzierung. Portfolio-Management. Arbitrage Pricing. Theorie. |
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| work_keys_str_mv | AT cernyales mathematicaltechniquesinfinancetoolsforincompletemarkets |