Stochastic finance an introduction in discrete time Hans FoÃŒÂ(llmer, Alexander Sch
Series: De Gruyter gradPublication details: Berlin New York De Gruyter c2Edition: 3rd rev. and extendedDescription: xi, 544 p ill 24ISBN:- 9783110218046 (alk. paper)
- 332.01/519232
Contents:
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
Item type | Current library | Call number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|
Carti | IMAR | II 36796 (Browse shelf(Opens below)) | Available | 0027468 |
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
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