Stochastic Finance

An Introduction in Discrete Time
This a revised and expnded fifth Auflage
ISBN: 978-3-11-104481-1
Verlag: De Gruyter

Buch, Englisch, 646 Seiten, Format (B × H): 169 mm x 237 mm, Gewicht: 1090 g

Reihe: De Gruyter Textbook

This book provides an introduction to probabilistic methods in finance, based on stochastic models in discrete time. It is aimed primarily at graduate students in mathematics but may also benefit mathematicians in academia and the financial industry.

In this fifth edition, the entire text has been thoroughly revised to enhance clarity and completeness. This includes new sections on

Zielgruppe

Students, researchers and practitioners interested in stochastic

Autoren/Hrsg.

Föllmer, Hans

Schied, Alexander

Fachgebiete

• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
• Mathematik | Informatik Mathematik Stochastik
• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Wirtschaftsstatistik, Demographie
• Wirtschaftswissenschaften Betriebswirtschaft Wirtschaftsmathematik und -statistik

Über Autor(innen)

Hans Föllmer is Professor emeritus at Humboldt University of Berlin. He was also Professor at ETH Zurich and the University of Bonn, Distinguished Visiting Professor at the National University of Singapore, and Andrew D. White Professor-at-Large at Cornell University.

Alexander Schied is Professor at the University of Waterloo and holds the Munich Re Chair in Stochastic Finance and a University Research Chair.