pt. 1. The simplest model of financial markets -- pt. 2. Arbitrage and pricing in the one-period model -- pt. 3. Risk and return in the one-period model -- pt. 4. Numerical techniques for optimal portfolio selection in incomplete markets -- pt. 5. Pricing in dynamically complete markets -- pt. 6. Towards a continuous time -- pt. 7. Fast fourier transform
Summary
In the best engineering tradition, Aleš Černý mixes tools from calculus, linear algebra, probability theory, numerical mathematics, and programming to analyse in an accessible way some of the most intriguing problems in financial economics
Bibliography
Includes bibliographical references (pages 381-384) and index
