TY  - BOOK
AU  - Föllmer,Hans
AU  - Schied,Alexander
TI  - Stochastic finance: an introduction in discrete time 
T2  - De Gruyter studies in mathematics
SN  - 3110183463
AV  - HG176.5 .F65 2004
U1  - 332.01519232 22
PY  - 2004///
CY  - Berlin, New York
PB  - Walter de Gruyter
KW  - Stochastic analysis
KW  - Probabilities
N1  - Includes bibliographical references (pages 439-448) and index; I; Mathematical finance in one period --; 1; Arbitrage theory --; 2; Preferences --; 3; Optimality and equilibrium --; 4; Monetary measures of risk --; II; Dynamic hedging --; 5; Dynamic arbitrage theory --; 6; American contingent claims --; 7; Superhedging --; 8; Efficient hedging --; 9; Hedging under constraints --; 10; Minimizing the hedging error
N2  - "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
ER  -