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F�ollmer, Hans.

Stochastic finance an introduction in discrete time / [electronic resource] : by Hans F�ollmer, Alexander Schied. - 3rd, rev. and extended ed. - Berlin ; New York : De Gruyter, c2011. - xi, 544 p. - De Gruyter graduate . - De Gruyter graduate. .

Includes bibliographical references and index.

Mathematical finance in one period -- Arbitrage theory -- Preferences -- Optimality and equilibrium -- Monetary measures of risk -- Dynamic hedging -- Dynamic arbitrage theory -- American contingent claims -- Superhedging -- Efficient hedging -- Hedging under constraints -- Minimizing the hedging error -- Dynamic risk measures.


Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.

ISBN:

LCCN:

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

Index Terms--Genre/Form:
Electronic books.

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

Dewey Class. No.: 332.01/519232