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- 2003053593 contributor B9544405.
- 2003053593 created "c2004.".
- 2003053593 date "2004".
- 2003053593 date "c2004.".
- 2003053593 dateCopyrighted "c2004.".
- 2003053593 description "Includes bibliographical references (p. [369]-372) and index.".
- 2003053593 description "The simplest model of financial markets -- Arbitrage and pricing in the one-period model -- Risk and return in the one-period model -- Numerical techniques for optimal portfolio selection in incomplete markets -- Pricing in dynamically complete markets -- Towards continuous time -- Fast fourier transform -- Information management -- Martingales and change of measure in finance -- Brownian motion and Itô formulae -- Continuous-time finance -- Dynamic option hedging and pricing in incomplete markets.".
- 2003053593 extent "xviii, 378 p. :".
- 2003053593 identifier "0691088063 (alk. paper)".
- 2003053593 identifier "0691088071 (pbk. : alk. paper)".
- 2003053593 identifier 2003053593-d.html.
- 2003053593 identifier 2003053593-t.html.
- 2003053593 issued "2004".
- 2003053593 issued "c2004.".
- 2003053593 language "eng".
- 2003053593 publisher "Princeton, N.J. : Princeton University Press,".
- 2003053593 subject "332/.01/51 21".
- 2003053593 subject "Derivative securities Mathematics.".
- 2003053593 subject "Finance Mathematical models.".
- 2003053593 subject "HG106 .C47 2004".
- 2003053593 subject "Instruments dérivés (Finances) Mathématiques.".
- 2003053593 subject "Pricing Mathematical models.".
- 2003053593 subject "Prix Fixation Modèles mathématiques.".
- 2003053593 subject "Risk management Mathematical models.".
- 2003053593 tableOfContents "The simplest model of financial markets -- Arbitrage and pricing in the one-period model -- Risk and return in the one-period model -- Numerical techniques for optimal portfolio selection in incomplete markets -- Pricing in dynamically complete markets -- Towards continuous time -- Fast fourier transform -- Information management -- Martingales and change of measure in finance -- Brownian motion and Itô formulae -- Continuous-time finance -- Dynamic option hedging and pricing in incomplete markets.".
- 2003053593 title "Mathematical techniques in finance : tools for incomplete markets / Aleš Cerný.".
- 2003053593 type "text".