Stochastic finance
Subtitle: an introduction in discrete time
By: Hans Föllmer, Alexander Schied
Contributors: Schied, Alexander
Edition: 3rd rev. and extended ed.
Series: De Gruyter graduate
Publisher: De Gruyter
Published: 2011
Place of publication: Berlin; New York
Language: eng
Number of pages: 544
ISBN-13: 9783110218046
Subjects: Statistical methods; Probabilities; Stochastic analysis; Finance
Notes: Includes bibliographical references (p. [517]-531) and index.
Table of contents: title: Arbitrage theory; title: Preferences; title: Optimality and equilibrium; title: Monetary measures of risk; title: Dynamic arbitrage theory; title: American contingent claims; title: Superhedging; title: Efficient hedging; title: Hedging under constraints; title: Minimizing the hedging error; title: Dynamic risk measures.