Stochastic Finance: an Introduction in Discrete Time (De Gruyter Textbook) - Hans Föllmer - Libros - De Gruyter - 9783110218046 - 28 de enero de 2011
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Hans Föllmer
Stochastic Finance: an Introduction in Discrete Time (De Gruyter Textbook) 3.º edición

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This is the third, revised and extended edition of the classical introduction to the mathematics of finance, based on stochastic models in discrete time. In the first part of the book simple one-period models are studied, in the second part the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Due to the strong appeal and wide use of this book, it is now available as a textbook with exercises. It will be of value for a broad community of students and researchers. It may serve as basis for graduate courses and be also interesting for those who work in the financial industry and want to get an idea about the mathematical methods of risk assessment.

Medios de comunicación Libros     Paperback Book   (Libro con tapa blanda y lomo encolado)
Publicado 28 de enero de 2011
ISBN13 9783110218046
Editores De Gruyter
Páginas 544
Dimensiones 168 × 33 × 235 mm   ·   929 g
Lengua Inglés  
Colaborador Alexander Schied

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