TY - GEN

AU - Föllmer, Hans

AU - Schied, Alexander

TI - Stochastic Finance An Introduction in Discrete Time

ET - Fourth revised and extended edition

PB - De Gruyter

SN - 9783110463460

SN - 9783110463453

KW - Finanzmathematik

KW - Stochastischer Prozess

KW - Portfolio-Management

KW - Hedging

KW - Risikomaß

KW - Theorie

KW - MATHEMATICS / Probability & Statistics / General

KW - Stochastisches Modell

PY - [2016]

N2 - Frontmatter -- -- Preface to the fourth edition -- -- Preface to the third edition -- -- Preface to the second edition -- -- Preface to the first edition -- -- Contents -- -- Part I: Mathematical finance in one period -- -- 1. Arbitrage theory -- -- 2. Preferences -- -- 3. Optimality and equilibrium -- -- 4. Monetary measures of risk -- -- Part II: Dynamic hedging -- -- 5. Dynamic arbitrage theory -- -- 6. American contingent claims -- -- 7. Superhedging -- -- 8. Efficient hedging -- -- 9. Hedging under constraints -- -- 10. Minimizing the hedging error -- -- 11. Dynamic risk measures -- -- Appendix -- -- Bibliographical notes -- -- References -- -- List of symbols -- -- Index

BT - De Gruyter eBook-Paket Mathematik

BT - De Gruyter Textbook

BT - De Gruyter textbook

BT - De Gruyter graduate

CY - Berlin

UR - http://slubdd.de/katalog?TN_libero_mab2

ER -