Mathematical Techniques In Finance - Tools For Incomplete Markets - Second Edition-..

Código: 138961 Marca: Princeton University Press

R$ 871,50

até 4x de R$ 217,87 sem juros

ou R$ 827,92 via Pix

Qtde: Adicionar ao carrinho Disponibilidade: 45 dias úteis Estoque: 251 unidades

Parcelas
- 1x de R$ 871,50 sem juros
- 2x de R$ 435,75 sem juros
- 3x de R$ 290,50 sem juros
- 4x de R$ 217,87 sem juros
R$ 827,92
R$ 871,50

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

ISBN	9780691141213
Autor(a)	Cerny, Ales
Editora	Princeton University Press
Idioma	Inglês Americano
Ano de edição	2009
Páginas	416
Acabamento	Brochura
Dimensões	23,10 X 15,20