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Mathematical Techniques in Finance: Tools for Incomplete Markets - Second Edition
Ales Cerný
€ 101.00
€ 77.62
FREE Delivery in Ireland
Description for Mathematical Techniques in Finance: Tools for Incomplete Markets - Second Edition
Paperback. 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. Num Pages: 416 pages, Illustrations. BIC Classification: KF; KJQ; PBW. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 233 x 155 x 25. Weight in Grams: 622.
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 Cerny 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 ... Read more
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 Cerny 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 ... Read more
Product Details
Publisher
Princeton University Press
Number of pages
416
Format
Paperback
Publication date
2009
Condition
New
Weight
621g
Number of Pages
412
Place of Publication
New Jersey, United States
ISBN
9780691141213
SKU
V9780691141213
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-1
About Ales Cerný
Ales Cerny is professor of finance at the Cass Business School, City University London.
Reviews for Mathematical Techniques in Finance: Tools for Incomplete Markets - Second Edition
"Ales Černy'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, Černy has once again given us an up-to-date first-class textbook treatment of the subject."—Darrell Duffie, Stanford University