Mathematical Techniques in Finance

Author : Ales Cerny

Paperback

Published : Sunday 26 July 2009

ISBN : 9780691141213

Price : €95.94

Description

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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