author = { Föllmer, Hans AND Schied, Alexander },

title = { Stochastic Finance An Introduction in Discrete Time },

edition = { Fourth revised and extended edition } ,

publisher = {De Gruyter},

publisher = {},

isbn = {9783110463460},

isbn = {9783110463453},

keywords = { Finanzmathematik , Stochastischer Prozess , Portfolio-Management , Hedging , Risikomaß , Theorie , MATHEMATICS / Probability & Statistics / General , Stochastisches Modell },

year = {[2016]},

abstract = {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},

booktitle = {De Gruyter eBook-Paket Mathematik},

booktitle = {De Gruyter Textbook},

booktitle = {De Gruyter textbook},

booktitle = {De Gruyter graduate},

address = { Berlin , },

url = { http://slubdd.de/katalog?TN_libero_mab2 }