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Stochastic Finance: An Introduction in Discrete Time (De Gruyter Studies in Mathematics) - Hardcover
Synopsis
Written for graduate students in mathematics and for researchers working in academia and industry, this introduction to financial mathematics focuses on stochastic models in discrete time, an approach that allows immediate discussion of key problems in the theory of pricing and hedging of financial derivatives and forces students to confront the problems arising in incomplete financial market models at an early stage. The first part of the book studies a simple one-period model; and the second part uses a multi-period framework to develop the idea of dynamic hedging of contingent claims, and examines areas such as American options, martingale measures, and hedging strategies with minimal shortfall risk. F÷llmer is affiliated with Humboldt University of Berlin, Germany; Schied, with the Institute for Mathematics, Berlin. Annotation c. Book News, Inc., Portland, OR (booknews.com)
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About the Author
Professor D1: Hans Follmer (Humboldt Universitat Berlin, Berlin, Germany).
D1: Alexander Schied (Technische Universitat Berlin, Berlin, Germany).
"About this title" may belong to another edition of this title.
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Stochastic Finance: An Introduction in Discrete Time (Volume 27)
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Stochastic Finance: An Introduction in Discrete Time (de Gruyter Studies in Mathematics)
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Stochastic Finance: An Introduction in Discrete Time
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Berlin, New York: Walter de Gruyter, 2002
ISBN 10: 3110171198
ISBN 13: 9783110171198
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Stochastic Finance. Föllmer, Hans/Schied, Alexander
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Condition: gut. Stochastic Finance. In deutscher Sprache. pages. Seller Inventory # BN227873
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Stochastic Finance: An Introduction in Discrete Time (De Gruyter Studies in Mathematics)
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