Synopsis
This book provides an introduction to probabilistic methods in finance, based on stochastic models in discrete time. It is aimed primarily at graduate students in mathematics but may also benefit mathematicians in academia and the financial industry.
In this fifth edition, the entire text has been thoroughly revised to enhance clarity and completeness. This includes new sections on
"synopsis" may belong to another edition of this title.
About the Author
Hans Föllmer is Professor emeritus at Humboldt University of Berlin. He was also Professor at ETH Zurich and the University of Bonn, Distinguished Visiting Professor at the National University of Singapore, and Andrew D. White Professor-at-Large at Cornell University.
Alexander Schied is Professor at the University of Waterloo and holds the Munich Re Chair in Stochastic Finance and a University Research Chair.
"About this title" may belong to another edition of this title.
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Paperback. Condition: new. Paperback. This book provides an introduction to probabilistic methods in finance, based on stochastic models in discrete time. It is aimed primarily at graduate students in mathematics but may also benefit mathematicians in academia and the financial industry. In this fifth edition, the entire text has been thoroughly revised to enhance clarity and completeness. This includes new sections on This fifth, newly revised edition of the classical introduction to the mathematics of finance, is based on stochastic models in discrete time. Updates include, new chapter on dynamic portfolio strategies, enhanced graphics with real-world data, impr This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9783111044811
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Paperback. Condition: New. This book provides an introduction to probabilistic methods in finance, based on stochastic models in discrete time. It is aimed primarily at graduate students in mathematics but may also benefit mathematicians in academia and the financial industry.? In this fifth edition, the entire text has been thoroughly revised to enhance clarity and completeness. This includes new sections on This a revised and expnded fifth edition. Seller Inventory # LU-9783111044811
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