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Mathematical Techniques in Finance Tools for Incomplete Markets 2nd Edition by Ales Cerny ISBN 0691141215 9780691141213

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Mathematical Techniques in Finance Tools for Incomplete Markets Second Edition Ales Cerny Digital Instant Download

Author(s): Ales Cerny
ISBN(s): 9780691141213, 0691141215
Edition: 2
File Details: PDF, 1.67 MB
Year: 2009
Language: english
SKU: EB-1378706 Category: Tag:

Mathematical Techniques in Finance: Tools for Incomplete Markets 2nd Edition by Ales Cerny – Ebook PDF Instant Download/Delivery: 0691141215, 978-0691141213

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Product details:

ISBN 10: 0691141215

ISBN 13: 978-0691141213

Author:  Ales Cerny 

Mathematical Techniques in Finance: Tools for Incomplete Markets 2nd Edition: 

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 Cerný 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 perfect hands-on introduction to asset pricing, optimal portfolio selection, risk measurement, and investment evaluation.

The new edition includes the most recent research in the area of incomplete markets and unhedgeable risks, adds a chapter on finite difference methods, and thoroughly updates all bibliographic references. Eighty figures, over seventy examples, twenty-five simple ready-to-run computer programs, and several spreadsheets enhance the learning experience. All computer codes have been rewritten using MATLAB and online supplementary materials have been completely updated.

  • A standard textbook for graduate finance courses
  • Introduction to asset pricing, portfolio selection, risk measurement, and investment evaluation
  • Detailed examples and MATLAB codes integrated throughout the text
  • Exercises and summaries of main points conclude each chapter

 

Mathematical Techniques in Finance: Tools for Incomplete Markets 2nd Edition Table of contents:

  1. The simplest model of financial markets
  2. Arbitrage and pricing in the one-period model
  3. Risk and return in the one-period model
  4. Numerical techniques for optimal portfolio selection in incomplete markets
  5. Pricing in dynamically complete markets
  6. Towards continuous time
  7. Fast Fourier transform
  8. Information management
  9. Martingales and change of measure in finance
  10. Brownian motion and Itô formulae
  11. Continuous-time finance
  12. Finite-difference methods

 

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