Föllmer, Hans, <br/><br/>
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. .
<br/><br/>Includes bibliographical references (pages 439-448) and index. 
<br/><br/> 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. 
<br/><br/> "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. 
<br/><br/><label>ISBN: </label>3110183463 9783110183467 
<br/><br/><label>LCCN: </label>2004021608 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Stochastic analysis<br/>Probabilities.
<br/><br/><label>LC Class. No.: </label>HG176.5  / .F65 2004 
<br/><br/><label>Dewey Class. No.: </label>332.01519232