عنوان
پدید آورنده
موضوع
رده
HG176.5 .F65 2011
HG176
.
5
.
F65
2011
کتابخانه
محل استقرار
3110218046 (alk. paper)
9783110218046 (alk. paper)
dltt
Stochastic finance :
[Book]
an introduction in discrete time /
Hans Föllmer, Alexander Schied
Third, revised and extended edition
xi, 544 pages :
illustrations ;
24 cm
Includes bibliographical references and index
Mathematical finance in one period -- Arbitrage theory -- Preferences -- Optimality and equilibrium -- Monetary measures of risk -- Dynamic hedging -- Dynamic arbitrage theory -- American contingent claims -- Superhedging -- Efficient hedging -- Hedging under constraints -- Minimizing the hedging error -- Dynamic risk measures
0
Finance-- Statistical methods
Probabilities
Stochastic analysis
332
.
01/519232
22
HG176
.
5
.
F65
2011
Föllmer, Hans
Schied, Alexander
20160712082715.0
مطالعه متن کتاب [Book]
Y
