Mathematical Techniques in Finance: Tools for Incomplete Markets, Second Edition

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9780691141213: Mathematical Techniques in Finance: Tools for Incomplete Markets, Second 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

"Sinopsis" puede pertenecer a otra edición de este libro.

From the Back Cover:

"Ales Černý's new edition of Mathematical Techniques in Finance is an excellent master's-level treatment of mathematical methods used in financial asset pricing. By updating the original edition with methods used in recent research, Černý has once again given us an up-to-date first-class textbook treatment of the subject."--Darrell Duffie, Stanford University

About the Author:

Ales Černý is professor of finance at the Cass Business School, City University London.

"Sobre este título" puede pertenecer a otra edición de este libro.

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Cern?, Ales
Editorial: Princeton University Press (2009)
ISBN 10: 0691141215 ISBN 13: 9780691141213
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Descripción Princeton University Press, 2009. Estado de conservación: New. 2009. Second. Paperback. 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. Num Pages: 416 pages, Illustrations. BIC Classification: KF; KJQ; PBW. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 233 x 155 x 25. Weight in Grams: 622. . . . . . . Nº de ref. de la librería V9780691141213

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Cerny, A
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Ales Cerny
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Descripción Princeton University Press, United States, 2011. Paperback. Estado de conservación: New. Second. Language: English . Brand New Book. 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 Cerny 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. Nº de ref. de la librería AAU9780691141213

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Ales Cerny
Editorial: Princeton University Press, United States (2011)
ISBN 10: 0691141215 ISBN 13: 9780691141213
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Descripción Princeton University Press, United States, 2011. Paperback. Estado de conservación: New. Second. Language: English . Brand New Book. 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 Cerny 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. Nº de ref. de la librería AAU9780691141213

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Descripción Princeton University Press. Estado de conservación: New. 2009. Second. Paperback. 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. Num Pages: 416 pages, Illustrations. BIC Classification: KF; KJQ; PBW. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 233 x 155 x 25. Weight in Grams: 622. . . . . . Books ship from the US and Ireland. Nº de ref. de la librería V9780691141213

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