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Mathematical Techniques in Finance: Tools for Incomplete Markets by Ales Cerny (Paperback, 2003)

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Modern finance overlaps with many fields of mathematics, and for students this can represent considerable strain. Developed for the Master of Science in Finance programme 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 Cerny 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 read-to-run computer programs and several spreadsheets further enhance the learning experience. Each chapter is followed by a number of classroom-tested exercises with solutions available on the book's website. Applied mathematics is a craft that needs practising - this textbook provides plenty of opportunities to practise it and teaches cutting-edge finance into the bargain. Asset pricing is a common theme throughout the book, and readers can follow the development from discrete one-period models to continuous time stochastic processes. This textbook sets itself apart by the