Amazon cover image
Image from Amazon.com

Stochastic finance an introduction in discrete time Hans FoÃŒÂ(llmer, Alexander Sch

By: Contributor(s): Series: De Gruyter gradPublication details: Berlin New York De Gruyter c2Edition: 3rd rev. and extendedDescription: xi, 544 p ill 24ISBN:
  • 9783110218046 (alk. paper)
Subject(s): DDC classification:
  • 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
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
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

There are no comments on this title.

to post a comment.

Powered by Koha