Stochastic finance [electronic resource] : an introduction in discrete time /
by F�ollmer, Hans; Schied, Alexander; ProQuest (Firm).
Material type:
BookSeries: De Gruyter graduate: Publisher: Berlin ; New York : De Gruyter, c2011Edition: 3rd, rev. and extended ed.Description: xi, 544 p.ISBN: ; .Subject(s): Finance -- Statistical methods | Stochastic analysis | Probabilities | Electronic booksOnline resources: Click to View
Contents:
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.
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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.
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Lee Yan Fong Library
325-329 Lai Chi Kok Road, Shamshuipo, Kowloon, HONG KONG