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Stochastic finance an introduction in discrete time

Follmer, Hans Schied, Alexander

Stochastic finance an introduction in discrete time - 3rd - Berlin De Gruyter 2011 - xi,544p. ill. ; 24 cm. - De Gruyter graduate .

Includes bibliographical references (p. [517]-531) and index.

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: 9783110218046

LCCN: 2010045896

Subjects--Topical Terms:
Finance--Statistical methods.
Stochastic analysis.
Probabilities.

LC Class. No.: HG176.5 / .F65 2011

Dewey Class. No.: 332.01519232 / FO-S

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