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Item Details
| Title:
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STOCHASTIC FINANCE
AN INTRODUCTION IN DISCRETE TIME |
| By: |
Hans Follmer, Alexander Schied |
| Format: |
Paperback |
| List price:
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£54.50 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
311046344X |
| ISBN 13: |
9783110463446 |
| Publisher: |
DE GRUYTER |
| Pub. date: |
25 July, 2016 |
| Edition: |
4th Revised edition |
| Series: |
De Gruyter Textbook |
| Pages: |
596 |
| Description: |
An introduction to the mathematics of finance, based on stochastic models in discrete time. It studies simple one-period models, and develops the idea of dynamic hedging of contingent claims in a multiperiod framework. |
| Synopsis: |
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, while in the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. |
| US Grade: |
From College Freshman to College Senior |
| Illustrations: |
15 black & white illustrations, 15 schw.-w. Abb. |
| Publication: |
Germany |
| Imprint: |
De Gruyter |
| Returns: |
Non-returnable |
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