- Paperback: 398 pages
- Author:
- Publisher: New Age International Pvt Ltd Publishers (1 Dec. 2006)
- Language: English
- ISBN-13: 9788122417159
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Product Description
Mathematical Techniques In Finance: Tools For Incomplete Markets (PB)
Description:
- 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
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