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Stochastic Finance

An Introduction in Discrete Time

Language EnglishEnglish
Book Paperback
Book Stochastic Finance Hans Föllmer
Libristo code: 48313033
Publishers De Gruyter, November 2024
This fifth, newly revised edition of the classical introduction to the mathematics of finance, is ba... Full description
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This fifth, newly revised edition of the classical introduction to the mathematics of finance, is based on stochastic models in discrete time. Updates include, new chapter on dynamic portfolio strategies, enhanced graphics with real-world data, improved proofs and updated references and citations.

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About the book

Full name Stochastic Finance
Language English
Binding Book - Paperback
Date of issue 2025
Number of pages 520
EAN 9783111044811
Libristo code 48313033
Publishers De Gruyter
Weight 1037
Dimensions 170 x 240
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