Mathematical techniques in finance: tools for incomplete markets - second edition
Auteur :
Cerný, Ales
Éditeur :
Princeton University Press
ISBN :
9780691141213
Date de publication :
26 juil. 2009
Dimensions :
23,5 x 15,2 cm
Poids :
567 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
USA
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.