Carte Stochastic Finance Hans Föllmer

Stochastic Finance

An Introduction in Discrete Time

Limbă: engleză
Legare: Carte broșată
Editura: De Gruyter
Disponibilitate: În depozitul extern
Expediem în 14-21 zile
397.93 lei
This is the fourth, newly revised edition of the classical introduction to the mathematics of financ...

Informații despre carte

Limbă
engleză
Legare
Carte - Carte broșată
Publicat
2016
Pagini
608
EAN
9783110463446
ISBN
311046344X
Enbook ID
02968263
Editura
Greutate
1018
Dimensiuni
170 x 240 x 32

Descriere completă

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.

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