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Stochastic finance :

332.0151923
F668

137759

Follmer, Hans, Stochastic finance : an introduction in discrete time by / Hans Follmer and Alexander Schied. - 4th rev ed.. - Berlin : De Gruyter, ©2016.
xii, 596 pages ; illustrations : 24 cm. - (De Gruyter graduate ) Content notes : Part I: Mathematical finance in one period --
1. Arbitrage theory --
2. Preferences --
3. Optimality and equilibrium --
4. Monetary measures of risk --
Part II: Dynamic hedging --
5. Dynamic arbitrage theory --
6. American contingent claims --
7. Superhedging --
8. Efficient hedging --
9. Hedging under constraints --
10. Minimizing the hedging error --
11. Dynamic risk measures --
Appendix. 9783110463446 * Finance - Statistical methods. Stochastic analysis. Probabilities. * Schied, Alexander, * Title * Series

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