Stochastic Finance

Name: Stochastic Finance
Brand: De Gruyter
SKU: 9783110218046
Price: 1140 CZK
Availability: InStock

Autor: Hans Follmer

Jazyk:

Vazba: Brožovaná

Vydavatel: De Gruyter

Dostupnost: Skladem u dodavatele

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1 140 Kč

This is the third, revised and extended edition of the classical introduction to the mathematics of...

Informace o knize

Autor

Hans Follmer

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2011

Stránek

555

EAN

9783110218046

ISBN

3110218046

Enbook ID

04387083

Vydavatel

De Gruyter

Hmotnost

941

Rozměry

170 x 240 x 33

Kompletní popis

This is the third, revised and extended edition of the classical introduction to the mathematics of finance, based on stochastic models in discrete time. In the first part of the book simple one-period models are studied, in the second part the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Due to the strong appeal and wide use of this book, it is now available as a textbook with exercises. It will be of value for a broad community of students and researchers. It may serve as basis for graduate courses and be also interesting for those who work in the financial industry and want to get an idea about the mathematical methods of risk assessment.

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Stochastic Finance

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