Stochastic finance an introduction in discrete time

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Material type: Text

TextSeries: De Gruyter graduatePublication details: Berlin De Gruyter 2011Edition: 3rdDescription: xi,544p. ill. ; 24 cmISBN:

9783110218046

Subject(s):

DDC classification:

332.01519232 22 FO-S

LOC classification:

HG176.5 .F65 2011

Contents:

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.

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Holdings
Item type	Home library	Collection	Shelving location	Call number	Materials specified	Status	Date due	Barcode
Print	OPJGU Sonepat- Campus	General Books	Main Library	332.01519232 FO-S (Browse shelf(Opens below))		Available		127697

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

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