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Mathematical Techniques in Finance de Ales Cerný

Mathematical Techniques in Finance

Autor Ales Cerný
en Limba Engleză Paperback – 26 iul 2009
"Ales Černý's new edition of Mathematical Techniques in Finance is an excellent master's-level treatment of mathematical methods used in financial asset pricing. By updating the original edition with methods used in recent research, Černý has once again given us an up-to-date first-class textbook treatment of the subject."--Darrell Duffie, Stanford University
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Specificații

ISBN-13: 9780691141213
ISBN-10: 0691141215
Pagini: 412
Dimensiuni: 155 x 234 x 35 mm
Greutate: 0.58 kg
Ediția:Revizuită
Editura: Princeton University Press
Locul publicării:Princeton, United States

Notă biografică

Ales Černý is professor of finance at the Cass Business School, City University London.

Descriere

Offers an introduction to asset pricing, optimal portfolio selection, risk measurement, and investment evaluation. This title includes research in the area of incomplete markets and unhedgeable risks, and a chapter on finite difference methods. It integrates detailed examples and MATLAB codes.