Stochastic finance : an introduction in discrete time / Hans Föllmer, Alexander Schied.
"This book is an introduction to financial mathematics. It is intended for graduate students in mathematics and for researchers working in academia and industry."--BOOK JACKET.
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| Main Authors: | , |
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| Format: | Book |
| Language: | English |
| Published: |
Berlin ; New York :
Walter de Gruyter,
2004.
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| Edition: | Second revised and extended edition. |
| Series: | De Gruyter studies in mathematics ;
27. |
| Subjects: |
| Summary: | "This book is an introduction to financial mathematics. It is intended for graduate students in mathematics and for researchers working in academia and industry."--BOOK JACKET. |
|---|---|
| Physical Description: | xi, 459 pages ; 25 cm. |
| Bibliography: | Includes bibliographical references (pages 439-448) and index. |
| ISBN: | 3110183463 9783110183467 |