Stochastic finance
Subtitle: an introduction in discrete time
By: Hans Föllmer, Alexander Schied
Contributors: Schied, Alexander
Series: De Gruyter studies in mathematics
Publisher: Walter de Gruyter
Published: 2002
Place of publication: Berlin; New York
Language: eng
Number of pages: 422
Subjects: Finance -- Statistical methods; Stochastic analysis; Probabilities
Description: "This book is an introduction to financial mathematics. It is intended for graduate students in mathematics and for researchers working in academia and industry."--BOOK JACKET.
Notes: Includes bibliographical references (p. [403]-411) and index