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Stochastic finance : an introduction in discrete time / Hans Föllmer, Alexander Schied.
Author
Föllmer, Hans
[Browse]
Format
Book
Language
English
Εdition
3rd rev. and extended ed.
Published/Created
Berlin ; New York : De Gruyter, ©2011.
Description
xi, 544 pages : illustrations ; 24 cm
Availability
Copies in the Library
Location
Call Number
Status
Location Service
Notes
Engineering Library - Reserve
HG176.5 .F65 2011
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Lewis Library - Stacks
HG176.5 .F65 2011
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Details
Subject(s)
Finance
—
Statistical methods
[Browse]
Stochastic analysis
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Probabilities
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Related name
Schied, Alexander
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Series
De Gruyter graduate
[More in this series]
Bibliographic references
Includes bibliographical references (p. [517]-531) and index.
Contents
Arbitrage theory
Preferences
Optimality and equilibrium
Monetary measures of risk
Dynamic arbitrage theory
American contingent claims
Superhedging
Efficient hedging
Hedging under constraints
Minimizing the hedging error
Dynamic risk measures.
Show 8 more Contents items
ISBN
9783110218046 ((alk. paper))
3110218046 ((alk. paper))
9783110218053 ((ebk.))
3110218054 ((ebk.))
LCCN
2010045896
OCLC
682902975
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