Stochastic finance : an introduction in discrete time
Hans Föllmer; Alexander Schied
| Year of publication: |
2002
|
|---|---|
| Authors: | Föllmer, Hans ; Schied, Alexander |
| Publisher: |
Berlin [u.a.] : de Gruyter |
| Subject: | Finanzmathematik | Mathematical finance | Stochastischer Prozess | Stochastic process | Finanzierungstheorie | Financial management theory | Portfolio-Management | Portfolio selection | Hedging | Dynamische Wirtschaftstheorie | Economic dynamics | Theorie | Theory | Deutschland | Germany | Stochastisches Modell |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
| Extent: | IX, 422 S graph. Darst 24 cm |
|---|---|
| Series: | De Gruyter studies in mathematics. - Berlin : De Gruyter, ISSN 0179-0986, ZDB-ID 585059-9. - Vol. 27 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch ; Textbook |
| Language: | English |
| Notes: | Includes bibliographical references (p. [403] - 411) and index |
| ISBN: | 3-11-017119-8 |
| Classification: | Wahrscheinlichkeitsrechnung ; Angewandte Mathematik ; Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001678895