Stochastic finance: an introduction in discrete time
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin
De Gruyter
c2011
|
| Edition: | 3rd, rev. and extended ed |
| Series: | De Gruyter graduate
|
| Subjects: | |
| Online Access: | Volltext |
| Item Description: | Includes bibliographical references and index Mathematical finance in one period -- Arbitrage theory -- Preferences -- Optimality and equilibrium -- Monetary measures of risk -- Dynamic hedging -- Dynamic arbitrage theory -- American contingent claims -- Superhedging -- Efficient hedging -- Hedging under constraints -- Minimizing the hedging error -- Dynamic risk measures |
| Physical Description: | 1 Online-Ressource (xi, 544 p.) |
| ISBN: | 9783110218053 3110218054 9783110218046 |
Staff View
MARC
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Record in the Search Index
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| author | Föllmer, Hans 1941- |
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| dewey-full | 332.01/519232 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
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| dewey-search | 332.01/519232 |
| dewey-sort | 3332.01 6519232 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 3rd, rev. and extended ed |
| format | Electronic eBook |
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| spelling | Föllmer, Hans 1941- Verfasser (DE-588)106315323 aut Stochastic finance an introduction in discrete time by Hans Föllmer, Alexander Schied 3rd, rev. and extended ed Berlin De Gruyter c2011 1 Online-Ressource (xi, 544 p.) txt rdacontent c rdamedia cr rdacarrier De Gruyter graduate Includes bibliographical references and index Mathematical finance in one period -- Arbitrage theory -- Preferences -- Optimality and equilibrium -- Monetary measures of risk -- Dynamic hedging -- Dynamic arbitrage theory -- American contingent claims -- Superhedging -- Efficient hedging -- Hedging under constraints -- Minimizing the hedging error -- Dynamic risk measures BUSINESS & ECONOMICS / Finance bisacsh Finance / Statistical methods fast Probabilities fast Stochastic analysis fast Wirtschaft Finance Statistical methods Stochastic analysis Probabilities Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf 1\p (DE-588)4151278-9 Einführung gnd-content 2\p (DE-588)4123623-3 Lehrbuch gnd-content Finanzmathematik (DE-588)4017195-4 s Stochastisches Modell (DE-588)4057633-4 s 3\p DE-604 Schied, Alexander Sonstige (DE-588)1017469970 oth http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=388088 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Föllmer, Hans 1941- Stochastic finance an introduction in discrete time BUSINESS & ECONOMICS / Finance bisacsh Finance / Statistical methods fast Probabilities fast Stochastic analysis fast Wirtschaft Finance Statistical methods Stochastic analysis Probabilities Stochastisches Modell (DE-588)4057633-4 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4057633-4 (DE-588)4017195-4 (DE-588)4151278-9 (DE-588)4123623-3 |
| title | Stochastic finance an introduction in discrete time |
| title_auth | Stochastic finance an introduction in discrete time |
| title_exact_search | Stochastic finance an introduction in discrete time |
| title_full | Stochastic finance an introduction in discrete time by Hans Föllmer, Alexander Schied |
| title_fullStr | Stochastic finance an introduction in discrete time by Hans Föllmer, Alexander Schied |
| title_full_unstemmed | Stochastic finance an introduction in discrete time by Hans Föllmer, Alexander Schied |
| title_short | Stochastic finance |
| title_sort | stochastic finance an introduction in discrete time |
| title_sub | an introduction in discrete time |
| topic | BUSINESS & ECONOMICS / Finance bisacsh Finance / Statistical methods fast Probabilities fast Stochastic analysis fast Wirtschaft Finance Statistical methods Stochastic analysis Probabilities Stochastisches Modell (DE-588)4057633-4 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | BUSINESS & ECONOMICS / Finance Finance / Statistical methods Probabilities Stochastic analysis Wirtschaft Finance Statistical methods Stochastisches Modell Finanzmathematik Einführung Lehrbuch |
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