000			01899nam a2200433 a 4500
001			EBC772998
003			MiAaPQ
006			m o d |
007			cr cn|||||||||
008			101118s2011 gw sb 001 0 eng d
010			_z 2010045896
020			_z9783110218046 (alk. paper)
020			_z9783110218053 (e-book)
035			_a(MiAaPQ)EBC772998
035			_a(Au-PeEL)EBL772998
035			_a(CaPaEBR)ebr10486411
035			_a(CaONFJC)MIL316482
035			_a(OCoLC)753480610
040			_aMiAaPQ _cMiAaPQ _dMiAaPQ
050		4	_aHG176.5 _b.F65 2011
082	0	4	_a332.01/519232 _222
100	1		_aF�ollmer, Hans.
245	1	0	_aStochastic finance _h[electronic resource] : _ban introduction in discrete time / _cby Hans F�ollmer, Alexander Schied.
250			_a3rd, rev. and extended ed.
260			_aBerlin ; _aNew York : _bDe Gruyter, _cc2011.
300			_axi, 544 p.
490	1		_aDe Gruyter graduate
504			_aIncludes bibliographical references and index.
505	0		_aMathematical 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.
533			_aElectronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
650		0	_aFinance _xStatistical methods.
650		0	_aStochastic analysis.
650		0	_aProbabilities.
655		4	_aElectronic books.
700	1		_aSchied, Alexander.
710	2		_aProQuest (Firm)
830		0	_aDe Gruyter graduate.
856	4	0	_uhttp://ezproxy01.ny.edu.hk:2048/login?url=https://ebookcentral.proquest.com/lib/ircp3g4/detail.action?docID=772998 _zClick to View
999			_c34913 _d34913