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Item Details
| Title:
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STOCHASTIC FINANCE
AN INTRODUCTION IN DISCRETE TIME |
| By: |
Hans Follmer, Alexander Schied |
| Format: |
Electronic book text |
| List price:
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£55.00 |
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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: |
3110218054 |
| ISBN 13: |
9783110218053 |
| Publisher: |
DE GRUYTER |
| Pub. date: |
28 January, 2011 |
| Edition: |
3rd rev. and extend. ed. |
| Series: |
De Gruyter Textbook |
| Pages: |
544 |
| Synopsis: |
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. |
| US Grade: |
From College Freshman to College Senior |
| Publication: |
Germany |
| Imprint: |
De Gruyter |
| Returns: |
Non-returnable |
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Ramadan and Eid al-Fitr
A celebratory, inclusive and educational exploration of Ramadan and Eid al-Fitr for both children that celebrate and children who want to understand and appreciate their peers who do.
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