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Stochastic finance: an introduction in discrete time/ Hans Föllmer, Alexander Schied.
Series: De Gruyter graduatePublication details: Berlin; New York: De Gruyter, c2011.Edition: 3rd rev. and extended edDescription: xi, 544 p.: ill.; 24 cmISBN:- 9783110218046 (alk. paper)
- 3110218046 (alk. paper)
- 9783110218053 (ebk.)
- 3110218054 (ebk.)
- 332.015 F668s
Contents:
Arbitrage theory -- Preferences -- Optimality and equilibrium -- Monetary measures of risk -- Dynamic arbitrage theory -- American contingent claims -- Superhedging -- Efficient hedging -- Hedging under constraints -- Minimizing the hedging error -- Dynamic risk measur .
| Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode |
|---|---|---|---|---|---|---|---|
Books
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Castorina Estantes Abertas (Open Shelves) | Livros (Books) | 332.015 F668s 2011 IMPA (Browse shelf(Opens below)) | 1 | Available | 39063000670060 |
Includes bibliographical references (p. [517]-531) and index.
Arbitrage theory -- Preferences -- Optimality and equilibrium -- Monetary measures of risk -- Dynamic arbitrage theory -- American contingent claims -- Superhedging -- Efficient hedging -- Hedging under constraints -- Minimizing the hedging error -- Dynamic risk measur .
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