Mathematical Techniques in Finance by Ales Cern

Mathematical Techniques in Finance by Ales Cern

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Summary

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.

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Mathematical Techniques in Finance by Ales Cern

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.
"Ales Černy's new edition of Mathematical Techniques in Finance is an excellent master's-level treatment of mathematical methods used in financial asset pricingBy 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
Ales Cerny is professor of finance at the Cass Business School, City University London.
SKU Unavailable
ISBN 13 9780691141213
ISBN 10 0691141215
Title Mathematical Techniques in Finance
Author Ales Cerný
Condition Unavailable
Binding Type Paperback
Publisher Princeton University Press
Year published 2009-07-26
Number of pages 412
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.