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Stochastic Finance: An Introduction In Discrete Time (de Gruyter Studies In Mathematics) by BERLIN is a book available to read on EtoBox.
What is Stochastic Finance: An Introduction In Discrete Time (de Gruyter Studies In Mathematics) about?
This Book Is An Introduction To Financial Mathematics. It Is Intended For Graduate Students In Mathematics And For Researchers Working In Academia And Industry.--book Jacket. I. Mathematical Finance In One Period -- 1. Arbitrage Theory -- 2. Preferences -- 3. Optimality And Equilibrium -- 4. Monetary Measures Of Risk -- 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. Hans Föllmer, Alexander Schied. Includes Bibliographical References (p. [403]-411) And Index.
- Author
- BERLIN
- Publisher
- Walter de Gruyter Inc
- Published
- 2002
- Language
- EN
- ISBN
- 9783110198065
- Subjects
- Finance, Business
- Updated
- 2026-03-24
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