%0 Generic

%T Stochastic Finance An Introduction in Discrete Time

%A Föllmer, Hans

%A Schied, Alexander

%7 Fourth revised and extended edition

%I De Gruyter

%@ 9783110463460

%@ 9783110463453

%K Finanzmathematik

%K Stochastischer Prozess

%K Portfolio-Management

%K Hedging

%K Risikomaß

%K Theorie

%K MATHEMATICS / Probability & Statistics / General

%K Stochastisches Modell

%D [2016]

%X 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

%C De Gruyter

%C Berlin

%U http://slubdd.de/katalog?TN_libero_mab2