Обложка книги Mathematical Techniques in Finance: Tools for Incomplete Markets

Mathematical Techniques in Finance: Tools for Incomplete Markets

ISBN: 0691088071; 9780691088075;
Издательство: Princeton University Press

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, AleS Cern&yacute 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...