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English
Book
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This is the fourth, newly revised edition of the classical introduction to the mathematics of financ...
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Libristo code: 02968263
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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.
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About the book
Full name
Stochastic Finance
Author
Hans Föllmer, Alexander Schied
Language
English
English
Binding
Book - Paperback
Date of issue
2016
Number of pages
608
EAN
9783110463446
ISBN
311046344X
Libristo code
02968263
Publishers
De Gruyter
Weight
1018
Dimensions
170 x 240 x 32
Categories
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