Stochastic Finance: an Introduction in Discrete Time (De Gruyter Textbook) - Hans Föllmer - Books - De Gruyter - 9783110218046 - January 28, 2011
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Hans Föllmer
Stochastic Finance: an Introduction in Discrete Time (De Gruyter Textbook) 3rd edition

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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.

Media Books     Paperback Book   (Book with soft cover and glued back)
Released January 28, 2011
ISBN13 9783110218046
Publishers De Gruyter
Pages 544
Dimensions 168 × 33 × 235 mm   ·   929 g
Language English  
Contributor Alexander Schied

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