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" Stochastic finance : "
Hans Föllmer, Alexander Schied
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BL
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| Record Number
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649595
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| Doc. No
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dltt
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| Main Entry
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Föllmer, Hans
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| Title & Author
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Stochastic finance : : an introduction in discrete time /\ Hans Föllmer, Alexander Schied
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| Edition Statement
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Third, revised and extended edition
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| Page. NO
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xi, 544 pages :: illustrations ;; 24 cm
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| ISBN
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9783110218046 (alk. paper)
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: 3110218046 (alk. paper)
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| Bibliographies/Indexes
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Includes bibliographical references and index
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| Contents
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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 -- Dynamic risk measures
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| Subject
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Finance-- Statistical methods
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| Subject
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Stochastic analysis
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| Subject
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Probabilities
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| Dewey Classification
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332.01/519232
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| LC Classification
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HG176.5.F65 2011
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| Added Entry
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Schied, Alexander
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