Articles liés à Stochastic Finance
Synopsis
This book is an introduction to financial mathematics.
The first part of the book studies a simple one-period model which serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of risk.
In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Such models are typically incomplete: They involve intrinsic risks which cannot be hedged away completely. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk.
In addition to many corrections and improvements, this second edition contains several new sections, including a systematic discussion of law-invariant risk measures and of the connections between American options, superhedging, and dynamic risk measures.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
À propos de l?auteur
Hans Föllmer is Professor for Mathematics at the Humboldt University in Berlin, Germany. Alexander Schied is Professor at the Institute for Mathematics of the Technical University Berlin, Germany.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
- ÉditeurDe Gruyter
- Date d'édition2004
- ISBN 10 3110183463
- ISBN 13 9783110183467
- ReliureRelié
- Langueanglais
- Nombre de pages470
- Coordonnées du fabricantnon disponible
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Stochastic Finance : An Introduction in Discrete Time
Edité par
Gruyter, Walter de GmbH, 2004
ISBN 10 : 3110183463
ISBN 13 : 9783110183467
Ancien ou d'occasion
Couverture rigide
Vendeur : Buchpark, Trebbin, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Etat : Sehr gut. Zustand: Sehr gut | Seiten: 459 | Sprache: Englisch | Produktart: Bücher. N° de réf. du vendeur 1659263/202
Quantité disponible : 2 disponible(s)
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Stochastic Finance
Edité par
De Gruyter, 2004
ISBN 10 : 3110183463
ISBN 13 : 9783110183467
Ancien ou d'occasion
Couverture rigide
Vendeur : Solibri, Epone, France
Évaluation du vendeur 4 sur 5 étoiles
Etat : very good. couverture cartonnée, moyen format , très bon état. Second edition. 2642934 - Stochastic Finance, Föllmer, Hans, De Gruyter, 2004. N° de réf. du vendeur 2642934
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Stochastic Finance
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. The series is devoted to the publication of monographs and high-level textbooks in mathematics, mathematical methods and their applications. Apart from covering important areas of current interest, a major aim is to make topics of an interdisciplinary na. N° de réf. du vendeur 579944683
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Stochastic Finance : An Introduction in Discrete Time
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Buch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - This book is an introduction to financial mathematics. The first part of the book studies a simple one-period model which serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of risk. In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Such models are typically incomplete: They involve intrinsic risks which cannot be hedged away completely. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk. In addition to many corrections and improvements, this second edition contains several new sections, including a systematic discussion of law-invariant risk measures and of the connections between American options, superhedging, and dynamic risk measures. N° de réf. du vendeur 9783110183467
Quantité disponible : 1 disponible(s)
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Stochastic Finance
Edité par
De Gruyter, De Gruyter Saur Nov 2004, 2004
ISBN 10 : 3110183463
ISBN 13 : 9783110183467
Neuf
Couverture rigide
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
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Buch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book is an introduction to financial mathematics. The first part of the book studies a simple one-period model which serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of risk. In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Such models are typically incomplete: They involve intrinsic risks which cannot be hedged away completely. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk. In addition to many corrections and improvements, this second edition contains several new sections, including a systematic discussion of law-invariant risk measures and of the connections between American options, superhedging, and dynamic risk measures. 472 pp. Englisch. N° de réf. du vendeur 9783110183467
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Stochastic Finance: An Introduction in Discrete Time (De Gruyter Studies in Mathematics, 27)
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Stochastic Finance: An Introduction in Discrete Time (De Gruyter Studies in Mathematics, 27)
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Stochastic Finance An Introduction in Discrete Time De Gruyter Studies in Mathematics De Gruyter Studies in Mathematics, 27
impression à la demandeVendeur : PBShop.store UK, Fairford, GLOS, Royaume-Uni
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HRD. Etat : New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. N° de réf. du vendeur L1-9783110183467
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Stochastic Finance An Introduction in Discrete Time De Gruyter Studies in Mathematics De Gruyter Studies in Mathematics, 27
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Stochastic Finance : An Introduction In Discrete Time 2
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