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Stochastic Finance
Language
English
English
Book
Paperback
This is the third, revised and extended edition of the classical introduction to the mathematics of...
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Libristo code: 04387083
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This is the third, revised and extended 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 part the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Due to the strong appeal and wide use of this book, it is now available as a textbook with exercises. It will be of value for a broad community of students and researchers. It may serve as basis for graduate courses and be also interesting for those who work in the financial industry and want to get an idea about the mathematical methods of risk assessment.
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About the book
Full name
Stochastic Finance
Author
Hans Follmer
Language
English
English
Binding
Book - Paperback
Date of issue
2011
Number of pages
555
EAN
9783110218046
ISBN
3110218046
Libristo code
04387083
Publishers
De Gruyter
Weight
941
Dimensions
170 x 240 x 33
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