Das Buch ist eine Einführung in die Finanzmathematik. Der erste Teil des Buchs untersucht ein einfaches einperiodiges …

the mathematical modelling of finance and insurance: the theory of stochastic processes, optimal and stochastic control …, stochastic differential equations, convex analysis and duality theory. Five topics are treated in detail: Utility maximization in … incomplete markets; the theory of nonlinear expectations and its relationship with the theory of risk measures in a dynamic …