Stochastic Finance (English, Hans Föllmer | Alexander Schied)
by Hans Föllmer | Alexander Schied
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Book Details
Publisher
de Gruyter
Language
English
ISBN-13
9783110183467
ISBN-10
3110183463
Author
Hans Föllmer | Alexander Schied
About the Book
This book is an introduction to financial mathematics. The first part of the book studies a simple one-period model which serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of risk. In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. S…
ISBN: 9783110183467
ISBN-13: 9783110183467
ISBN-10: 3110183463
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Product ID: isbn-9783110183467
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