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 Browse related items Request
    Lewis Library - Stacks HG176.5 .F65 2011 Browse related items Request

      Details

      Subject(s)
      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.
      ISBN
      • 9783110218046 ((alk. paper))
      • 3110218046 ((alk. paper))
      • 9783110218053 ((ebk.))
      • 3110218054 ((ebk.))
      LCCN
      2010045896
      OCLC
      682902975
      Statement on language in description
      Princeton University Library aims to describe library materials in a manner that is respectful to the individuals and communities who create, use, and are represented in the collections we manage. Read more...
      Other views
      Staff view

      Supplementary Information