Stochastic finance an introduction in discrete time
FoÃŒÂ(llmer, Hans
Stochastic finance an introduction in discrete time Hans FoÃŒÂ(llmer, Alexander Sch - 3rd rev. and extended - Berlin New York De Gruyter c2 - xi, 544 p ill 24 - De Gruyter grad .
Arbitrage theory -- Preferences -- Optimality and equilibrium -- Monetary measures of risk -- Dynamic arbitrage theory -- American contingent claims -- Superhedging -- Efficient hedging -- Hedging under constraints -- Minimizing the hedging error -- Dynamic risk measu
9783110218046 (alk. paper)
2010045896
Finance--Statistical meth
Stochastic analy
Probabilit
332.01/519232
Stochastic finance an introduction in discrete time Hans FoÃŒÂ(llmer, Alexander Sch - 3rd rev. and extended - Berlin New York De Gruyter c2 - xi, 544 p ill 24 - De Gruyter grad .
Arbitrage theory -- Preferences -- Optimality and equilibrium -- Monetary measures of risk -- Dynamic arbitrage theory -- American contingent claims -- Superhedging -- Efficient hedging -- Hedging under constraints -- Minimizing the hedging error -- Dynamic risk measu
9783110218046 (alk. paper)
2010045896
Finance--Statistical meth
Stochastic analy
Probabilit
332.01/519232