Книга Stochastic Finance Hans Föllmer

Stochastic Finance

An Introduction in Discrete Time

Език: Английски език
Корици: С меки корици
Издател: De Gruyter
Наличност: Външен склад
Изпращаме след 14-21 дни
71.72 140.27 лв
This is the fourth, newly revised edition of the classical introduction to the mathematics of financ...

Информация за книгата

Език
Английски език
Корици
Книга - С меки корици
Издадена
2016
страници
608
EAN
9783110463446
ISBN
311046344X
Enbook ID
02968263
Издател
Теглоt
1018
Размери
170 x 240 x 32

Пълно описание

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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