000			01525cam a2200289 i 4500
001			137759
003			ISI Library, Kolkata
005			20170818152406.0
008			160720s2016 nyu b 001 0 eng
020			_a9783110463446
040			_aISI Library
082	0	4	_a332.0151923 _223 _bF668
100	1		_aFollmer, Hans, _eauthor
245	1	0	_aStochastic finance : _ban introduction in discrete time by / _cHans Follmer and Alexander Schied.
250			_a4th rev ed.
260			_aBerlin : _bDe Gruyter, _c©2016.
300			_axii, 596 pages ; _billustrations : _c24 cm.
490	0		_aDe Gruyter graduate
504			_aIncludes bibliographical references and index.
505	0		_aPart 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.
520			_aAn introduction to the mathematics of finance, based on stochastic models in discrete time. It studies simple one-period models, and develops the idea of dynamic hedging of contingent claims in a multiperiod framework.
650		0	_aFinance _xStatistical methods.
650		0	_aStochastic analysis.
650		0	_aProbabilities.
700	1		_aSchied, Alexander, _eauthor
942			_2ddc _cBK
999			_c423996 _d423996