Stochastic Finance: An Introduction in Discrete Time. Front Cover. Hans Föllmer, Alexander Schied. Walter de Gruyter, – Business & Economics – DOI /s BOOK REVIEW. H. Föllmer, A. Schied: Stochastic finance: an introduction in discrete time. de Gruyter Studies. : Stochastic Finance: An Introduction In Discrete Time 2 (Degruyter Studies in Mathematics) (): Hans Follmer, Alexander Schied.
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Would you like to tell us about a lower price? If you are a seller for this product, would you like to suggest updates through seller support? This is the third, revised and extended 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 part the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Due to the strong appeal and wide use of this book, it is now available as a textbook with exercises.
It will be of value for a broad community of students and researchers. It may serve as basis for graduate courses and be also interesting for those who work in the financial industry and want to get an idea about the mathematical methods of risk assessment. Read more Read less. Discover Prime Book Box for Kids. Customers who viewed this item also viewed. Page 1 of 1 Start over Page 1 of 1. De Gruyter; 3 edition January 28, Language: Try the Kindle edition and experience these great reading features: Share your thoughts with other customers.
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Please try again atochastic. Very in depth look at finite methods in finance. First attempt to make it into a text book, and it is almost there. Amazon Giveaway allows you to run promotional giveaways in order to create buzz, reward your audience, and attract new followers and customers.
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