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Home > Financial Information Sources > Mathematical Finance > Mathematical Techniques in Finance: Tools for Incomplete Markets

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Mathematical Techniques in Finance: Tools for Incomplete Markets

Ales Cerny
Princeton, New Jersey: Princeton University Press, 2004
378pp, ISBN: 978-0-691-08807-5
press.princeton.edu

This is a comprehensive exploration of pricing and risk measurement in incomplete markets, a key area of current research. It offers a blend of numerical applications and theoretical grounding in economics, finance, and mathematics, and focuses on asset pricing throughout the book. It also contains useful exercises, figures, worked examples, computer programs, and spreadsheets.

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