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Stochastic Finance: An Introduction in Discrete Time

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Stochastic Finance: An Introduction in Discrete Time - Follmer, Hans, and Schied, Alexander
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This book is an introduction to financial mathematics. It is intended for graduate students in mathematics and for researchers working in academia and industry. The focus on stochastic models in discrete time has two immediate benefits. First, the probabilistic machinery is simpler, and one can discuss right away some of the key problems in the theory of pricing and hedging of financial derivatives. Second, the paradigm of a complete financial market, where all derivatives admit a perfect hedge, becomes the exception rather ...

Stochastic Finance: An Introduction in Discrete Time 2011, Walter de Gruyter, Berlin/Boston

ISBN-13: 9783110218046

3rd REV

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Stochastic Finance: An Introduction in Discrete Time 2004, de Gruyter, Berlin/Boston

ISBN-13: 9783110183467

2nd edition

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