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

Follmer, Hans, Schied, Alexander

ISBN 10: 3110171198 / ISBN 13: 9783110171198

Published by De Gruyter, 2002

About this Item

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Seller Inventory # D8S0-3-M-3110171198-4

Bibliographic Details

• Title: Stochastic Finance: An Introduction in Discrete Time (De Gruyter Studies in Mathematics)
• Publisher: De Gruyter
• Publication Date: 2002
• Language: English
• ISBN 10: 3110171198
• ISBN 13: 9783110171198
• Binding: hardcover
• Condition: Very Good
• Book Type: book

About this title

Synopsis

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.

About the Author

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