Stochastic finance : an introduction in discrete time
Hans Föllmer; Alexander Schied
| Year of publication: |
[2011] ; Third revised and extended edition
|
|---|---|
| Authors: | Föllmer, Hans ; Schied, Alexander |
| Publisher: |
Berlin : de Gruyter |
| Subject: | Finanzmathematik | Mathematical finance | Stochastischer Prozess | Stochastic process | Finanzierungstheorie | Financial management theory | Portfolio-Management | Portfolio selection | Hedging | Dynamische Wirtschaftstheorie | Economic dynamics | Theorie | Theory | Deutschland | Germany | Stochastisches Modell |
| Description of contents: | Table of Contents [gbv.de] ; Description [d-nb.info] ; Description [zbmath.org] |
| Extent: | xi, 544 Seiten Diagramme |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch ; Textbook |
| Language: | English |
| Notes: | Literaturverzeichnis: Seite: 517-531 Arbitrage theory -- Preferences -- Optimality and equilibrium -- Monetary measures of risk -- Dynamic arbitrage theory -- American contingent claims -- Superhedging -- Efficient hedging -- Hedging under constraints -- Minimizing the hedging error -- Dynamic risk measures. |
| ISBN: | 978-3-11-021804-6 ; 978-3-11-021805-3 |
| Classification: | Wahrscheinlichkeitsrechnung ; Investition, Finanzierung ; Angewandte Mathematik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008823570