TY - BOOK AU - Follmer,Hans AU - Schied,Alexander TI - Stochastic finance : an introduction in discrete time T2 - De Gruyter graduate SN - 9783110218046 AV - HG176.5 .F65 2011 U1 - 332.01519232 22 PY - 2011/// CY - Berlin PB - De Gruyter KW - Finance KW - Statistical methods KW - Stochastic analysis KW - Probabilities N1 - 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 ER -