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Medientyp:
E-Book
Titel:
Stochastic Finance
:
An Introduction in Discrete Time
Enthält:
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
Anmerkungen:
In English
Mode of access: Internet via World Wide Web
Beschreibung:
This is the fourth, newly revised edition of the classical introduction to the mathematics of finance, based on stochastic models in discrete time. In the first part of the book simple one-period models are studied, in the second the idea of dynamic hedging of contingent claims is developed in a multiperiod framework.