Stock Image

Mathematical Techniques in Finance: Tools for Incomplete Markets

Cernư, Ales

0 ratings by Goodreads
ISBN 10: 0691088063 / ISBN 13: 9780691088068
Published by Princeton University Press, Princeton, N.J, 2004
Condition: Very Good Hardcover
From Tiber Books (Cockeysville, MD, U.S.A.)

AbeBooks Seller Since September 17, 1997

Quantity Available: 1

Buy Used
Price: US$ 63.00 Convert Currency
Shipping: US$ 4.00 Within U.S.A. Destination, Rates & Speeds
Add to basket

30 Day Return Policy

About this Item

. . . . 8vo, hardcover. No dj. Vg+ condition. Rear cover corner creased, contents bright, crisp & clean, unread. xviii, 378 p. Bookseller Inventory # 1080617.26

Ask Seller a Question

Bibliographic Details

Title: Mathematical Techniques in Finance: Tools ...

Publisher: Princeton University Press, Princeton, N.J

Publication Date: 2004

Binding: Hardcover

Book Condition:Very Good

About this title

Synopsis:


Modern finance overlaps with many fields of mathematics, and for students this can represent considerable strain. Mathematical Techniques in Finance is an ideal textbook for Masters finance courses with a significant quantitative element while also being suitable for finance Ph.D. students. Developed for the highly acclaimed Master of Science in Finance program at Imperial College London, it offers a carefully crafted blend of numerical applications and theoretical grounding in economics, finance, and mathematics. In the best engineering tradition, Aleš ?erný 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. Eighty figures, over 70 worked examples, 25 simple ready-to-run computer programs, and several spreadsheets further enhance the learning experience. Each chapter is followed by a number of classroom-tested exercises with solutions available on the book's web site.


Applied mathematics is a craft that requires practice--this textbook provides plenty of opportunities to practice it and teaches cutting-edge finance into the bargain. Asset pricing is a common theme throughout the book; and readers can follow the development from discrete one-period models to continuous time stochastic processes. This textbook sets itself apart by the comprehensive treatment of pricing and risk measurement in incomplete markets, an area of current research that represents the future in risk management and investment performance evaluation.


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 this title" may belong to another edition of this title.

Store Description

Tiber Books is an internet merchant with over 35 years of bookselling experience -- we've been offering our holdings online for nearly 20 years now. The majority of our inventory is scholarly non-fiction in both the sciences and the humanities, but we also carry an increasing selection of additional material in Americana, Art, History of Science and Technology, Regional U.S. History, Religion, and many other subjects. You can search our inventory by author and/or title. However, we also understand the need to browse by subject matter, and therefore make extensive use of Keywords in listing each of our books. You should have good results if you experiment with Keyword searches of our inventory. We also include a book's ISBN (if it has one), so if you'd like to search by ISBN, please use ABE's Advanced Search menu -- omit the dashes from the number when searching by ISBN. Enjoy browsing!

Visit Seller's Storefront

Terms of Sale:

All books are subject to prior sale. Maryland residents, add 6% sales tax. RETURNS are accepted within 2 weeks for any reason; please notify us in advance so that we'll know to expect the book.

We pack all books in bubble-wrap, and ship in a sturdy cardboard box (except in the case of standardized Priority Mail and Global Priority Airmail envelopes for international shipments).

Contact Information: William Drain, P.O. Box 105, Cockeysville, MD 21030
Email: info@tiberbooks.com
Phone: (410)627-778...

More Information
Shipping Terms:

SHIPPING RATES:

Within the U.S.: $4.00 via 4th class Media Mail; $7.00 for Priority Mail
Internationally: US$ 25.00 for Global Priority Airmail to most destinations; US$ 20.00 to Canada

PLEASE NOTE: Shipping costs are based on books weighing 2.2 LB, or 1 KG. If your book order is heavy or oversized, we may contact you to let you know that extra shipping is required.

List this Seller's Books

Payment Methods
accepted by seller

Visa Mastercard American Express

Check Money Order PayPal