Stochastic Finance: An Introduction in Discrete Time (De Gruyter Studies in Mathematics)

Follmer, Hans, Schied, Alexander

ISBN 10: 3110171198 / ISBN 13: 9783110171198

Edité par De Gruyter, 2002

A propos de cet article

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N° de réf. du vendeur D8S0-3-M-3110171198-4

Détails bibliographiques

• Titre: Stochastic Finance: An Introduction in Discrete Time (De Gruyter Studies in Mathematics)
• Éditeur: De Gruyter
• Date de parution: 2002
• Langue: anglais
• ISBN à 10 chiffres: 3110171198
• ISBN à 13 chiffres: 9783110171198
• Reliure: hardcover
• État de l'article: Very Good
• Type de livre: book

A propos de ce titre

Synopsis

An introduction to financial mathematics for mathematicians. In contrast to many textbooks on mathematical finance, only discrete-time stochastic models are considered. As such, the text can concentrate from the beginning on typical problems which are suggested by financial applications.

À propos de l?auteur

Professor Dr. Hans Follmer (Humboldt Universitat Berlin, Berlin, Germany). Dr. Alexander Schied (Technische Universitat Berlin, Berlin, Germany).