Stochastic finance : an introduction in discrete time
Hans Föllmer, Alexander Schied
| Year of publication: |
[2016] ; Fourth revised and extended edition
|
|---|---|
| Authors: | Föllmer, Hans ; Schied, Alexander |
| Institutions: | Walter de Gruyter GmbH & Co. KG (publisher) |
| Publisher: |
Berlin : De Gruyter |
| Subject: | Finanzmathematik | Mathematical finance | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Hedging | Risikomaß | Risk measure | Theorie | Theory | Stochastisches Modell |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] ; Description [degruyter.com] |
| Extent: | XII, 596 Seiten Illustrationen 24 cm x 17 cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch ; Textbook |
| Language: | English |
| Notes: | Erscheint auch als Online-Ausgabe Literaturverzeichnis: Seite 576-586 |
| ISBN: | 3-11-046344-X ; 978-3-11-046344-6 ; 978-1-110-46345-3 ; 978-1-110-46346-0 |
| Classification: | Investition, Finanzierung ; Wahrscheinlichkeitsrechnung ; Angewandte Mathematik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011434217