Stochastic Finance: An Introduction in Discrete Time. Front Cover. Hans Föllmer, Alexander Schied. Walter de Gruyter, – Business & Economics – DOI /s BOOK REVIEW. H. Föllmer, A. Schied: Stochastic finance: an introduction in discrete time. de Gruyter Studies. : Stochastic Finance: An Introduction In Discrete Time 2 (Degruyter Studies in Mathematics) (): Hans Follmer, Alexander Schied.
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Mathematical finance in one period 1 Arbitrage theory 1. Amazon Inspire Digital Educational Resources. Amazon Rapids Fun stories for kids on the go. Very in depth look at finite methods in finance.
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Discover Prime Book Box stochastoc Kids. In times of rapid growth of mathematical knowledge carefully written monographs and textbooks written by experts are needed more than ever, not least to pave the way for the next generation of mathematicians. Start Free Trial No credit card required. Amazon Renewed Refurbished products with a warranty. Explore the Home Gift Guide. Other editions – View all Stochastic Finance: My library Help Advanced Book Search.
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Stochastic Finance, 4th Edition
Dynamic hedging 5 Dynamic arbitrage theory 5. This book is an introduction to financial mathematics. Share your thoughts with other customers. Get to Know Us. Account Options Sign in. First, the probabilistic machinery is simpler, and one can discuss right away some of the key problems in the theory of pricing and hedging of financial derivatives.
Amazon Advertising Find, attract, and engage customers. An Introduction in Discrete Time. It is intended for graduate students in mathematics and for researchers working in academia and industry.
With Safari, you learn the way you learn best. There’s a problem loading this menu right now. Amazon Restaurants Food delivery from local restaurants. English Choose a language for shopping. The works in this series are addressed to advanced students and researchers in mathematics and theoretical physics.
Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of financial risk. Shopbop Designer Fashion Brands.
Amazon Music Stream millions of songs. Try the Kindle edition and experience these great reading features: Apart from covering important areas of current interest, a major aim is to make topics of an interdisciplinary nature accessible to the non-specialist. It also includes material on risk measures and the related issue of model uncertainty, in particular a chapter on dynamic risk measures and sections on robust utility maximization and on efficient hedging with schiedd risk measures.
There was a problem filtering reviews right now. Top Reviews Most recent Top Reviews. The first part of the book contains a study of a simple one-period model, which also serves as a building block for later developments. Dynamic hedging Dynamic arbitrage theory American contingent claims Superhedging Efficient hedging Hedging under constraints Minimizing the hedging error Dynamic risk measures.
It will be of value for a broad community of students and researchers. In this sense the editorial board and the publisher of the Studies are devoted to continue the Studies as a service to the mathematical community.
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