Mathematical Techniques in Finance

Discover the essential principles of finance with Mathematical Techniques in Finance by Aleš Černý, published by Princeton University Press in 2009. This comprehensive second edition spans 412 pages and serves as a valuable resource for both students and professionals in the field.

Delve into key topics such as asset pricing, optimal portfolio selection, risk measurement, and investment evaluation. The book also explores cutting-edge research on incomplete markets and unhedgeable risks, providing a thorough understanding of these complex concepts. Additionally, a dedicated chapter on finite difference methods enhances your analytical skills.

With detailed examples and accompanying MATLAB codes, Mathematical Techniques in Finance bridges the gap between theory and practical application, making it an indispensable tool for anyone looking to excel in finance and risk management.