Mathematical Techniques in Finance
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
List Price: $87.50 (Final bulk discount pricing is based on quantity)
Uh oh. It looks like this title is out of stock.
Did you know eBooks never run out? It's true. We have millions of titles available right now. You can download an eBook in seconds.
Why eBooks are the Smart Way to Go
Deep bulk discounts and $0 in shipping costs means you save big with bulk eBooks. Plus, eBooks are typically cheaper than print books.
Distribute your eBooks via text message, email, social media, and more using redeemable eBook codes. Users can get their eBook instantly.
Receive Readership Analytics & Redemption Reports for proven engagement and user data, including name and email address.
Want to make the smart switch to eBooks? CLICK HERE
Not convinced yet? No problem. We can still get you the print books you need. Fill out the request form below and a member of our sales team will be in touch quickly.
Request Bulk Purchase: