Stochastic Finance / De Gruyter Textbook (PDF)
An Introduction in Discrete Time
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...
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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.
Autoren-Porträt von Hans Föllmer, Alexander Schied
Hans Föllmer, Humboldt-Universität zu Berlin, Germany; Alexander Schied, University of Mannheim, Germany.
Bibliographische Angaben
- Autoren: Hans Föllmer , Alexander Schied
- 2011, 3rd revidierte and extend. ed, 555 Seiten, Deutsch
- Verlag: Walter de Gruyter
- ISBN-10: 3110218054
- ISBN-13: 9783110218053
- Erscheinungsdatum: 28.01.2011
Abhängig von Bildschirmgrösse und eingestellter Schriftgrösse kann die Seitenzahl auf Ihrem Lesegerät variieren.
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- Dateiformat: PDF
- Grösse: 3.37 MB
- Ohne Kopierschutz
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