Stochastic Finance: An Introduction in Discrete Time (De Gruyter Studies in Mathematics)

Follmer, Hans, Schied, Alexander

ISBN 10: 3110171198 / ISBN 13: 9783110171198

Verlag: De Gruyter, 2002

Beschreibung

Very Good. SHIPS FROM MULTIPLE LOCATIONS.

Bestandsnummer des Verkäufers D8S0-3-M-3110171198-4

Bibliografische Details

• Titel: Stochastic Finance: An Introduction in Discrete Time (De Gruyter Studies in Mathematics)
• Verlag: De Gruyter
• Erscheinungsjahr: 2002
• Sprache: Englisch
• ISBN-10: 3110171198
• ISBN-13: 9783110171198
• Einband: hardcover
• Zustand: Very Good
• Buchtyp: book

Über diesen Titel

Inhaltsangabe

An introduction to financial mathematics for mathematicians. In contrast to many textbooks on mathematical finance, only discrete-time stochastic models are considered. As such, the text can concentrate from the beginning on typical problems which are suggested by financial applications.

Über die Autorin bzw. den Autor

Professor Dr. Hans Follmer (Humboldt Universitat Berlin, Berlin, Germany). Dr. Alexander Schied (Technische Universitat Berlin, Berlin, Germany).