Stochastic Finance
An Introduction in Discrete Time
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Beschreibung
This book provides an introduction to probabilistic methods in finance, based on stochastic models in discrete time. It is aimed primarily at graduate students in mathematics but may also benefit mathematicians in academia and the financial industry.
In this fifth edition, the entire text has been thoroughly revised to enhance clarity and completeness. This includes new sections on
Autor*in
Hans Föllmer
Themen in »Stochastic Finance«
Mathematical Finance Arbitrage Theory Option Pricing Incomplete Markets Convex Risk Measures Preferences under Risk and Uncertainty Stochastic Processes Martingales in Discrete Time_x000D_ Arbitragetheorie Finanzmathematik Stochastik Stochastisches Modell