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Stochastic Finance: An Introduction in Discrete Time - De Gruyter Textbook Hans Follmer 3rd rev. and extend. edition
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Stochastic Finance: An Introduction in Discrete Time - De Gruyter Textbook
Hans Follmer
Offers an introduction to the mathematics of finance, based on stochastic models in discrete time. This book studies simple one-period models, and develops the idea of dynamic hedging of contingent claims in a multiperiod framework.
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | January 28, 2011 |
| ISBN13 | 9783110218046 |
| Publishers | De Gruyter |
| Pages | 555 |
| Dimensions | 170 × 240 × 235 mm · 941 g |
| Language | English |
| Contributor | Alexander Schied |
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