Stochastic finance : an introduction in discrete time /
Föllmer, Hans,
Stochastic finance : an introduction in discrete time / Hans Föllmer, Alexander Schied. - Second revised and extended edition. - xi, 459 pages ; 25 cm. - De Gruyter studies in mathematics ; 27 . - De Gruyter studies in mathematics ; 27. .
Includes bibliographical references (pages 439-448) and index.
Mathematical finance in one period -- Arbitrage theory -- Preferences -- Optimality and equilibrium -- Monetary measures of risk -- Dynamic hedging -- Dynamic arbitrage theory -- American contingent claims -- Superhedging -- Efficient hedging -- Hedging under constraints -- Minimizing the hedging error. I. 1. 2. 3. 4. II. 5. 6. 7. 8. 9. 10.
"This book is an introduction to financial mathematics. It is intended for graduate students in mathematics and for researchers working in academia and industry."--BOOK JACKET.
3110183463 9783110183467
2004021608
Stochastic analysis
Probabilities.
HG176.5 / .F65 2004
332.01519232
Stochastic finance : an introduction in discrete time / Hans Föllmer, Alexander Schied. - Second revised and extended edition. - xi, 459 pages ; 25 cm. - De Gruyter studies in mathematics ; 27 . - De Gruyter studies in mathematics ; 27. .
Includes bibliographical references (pages 439-448) and index.
Mathematical finance in one period -- Arbitrage theory -- Preferences -- Optimality and equilibrium -- Monetary measures of risk -- Dynamic hedging -- Dynamic arbitrage theory -- American contingent claims -- Superhedging -- Efficient hedging -- Hedging under constraints -- Minimizing the hedging error. I. 1. 2. 3. 4. II. 5. 6. 7. 8. 9. 10.
"This book is an introduction to financial mathematics. It is intended for graduate students in mathematics and for researchers working in academia and industry."--BOOK JACKET.
3110183463 9783110183467
2004021608
Stochastic analysis
Probabilities.
HG176.5 / .F65 2004
332.01519232