Stochastic finance : an introduction in discrete time
Das Buch ist eine Einführung in die Finanzmathematik. Der erste Teil des Buchs untersucht ein einfaches einperiodiges Modell, das als Grundlage für spätere Entwicklungen dient. Im zweiten Teil wird die Idee des dynamischen Hedgings von Eventualforderungen in einem mehrperiodigen Rahmen entwickelt.
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- ISBN
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9783110183467
3110183463
- Dimensions
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25 cm
- Extent
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XI, 459 S.
- Edition
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2. rev. and extended ed.
- Language
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Englisch
- Notes
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Literaturverz. S. 439 - 448
- Bibliographic citation
-
De Gruyter studies in mathematics ; 27
- Classification
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Wirtschaft
Mathematik
- Keyword
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Finanzmathematik
Stochastisches Modell
- Event
-
Veröffentlichung
- (where)
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Berlin, New York
- (who)
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de Gruyter
- (when)
-
2004
- Creator
- Table of contents
- Rights
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Last update
-
11.06.2025, 2:09 PM CEST
Data provider
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Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Föllmer, Hans
- Schied, Alexander
- de Gruyter
Time of origin
- 2004
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