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Stochastic Finance

Name: Stochastic Finance
Brand: De Gruyter
SKU: 02968263
Price: 73.67 EUR
Availability: InStock
Author: Hans Föllmer
ISBN: 9783110463446

An Introduction in Discrete Time

Hans Föllmer

Alexander Schied

Jezik

Engleski

Knjiga Meki uvez

Libristo kod: 02968263

Nakladnici De Gruyter, srpanj 2016

This is the fourth, newly revised edition of the classical introduction to the mathematics of financ... Cijeli opis

Libristo kod: 02968263

179 b

73.67 €

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This is the fourth, newly revised edition of the classical introduction to the mathematics of finance, based on stochastic models in discrete time. In the first part of the book simple one-period models are studied, in the second the idea of dynamic hedging of contingent claims is developed in a multiperiod framework.