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100%: Hans Föllmer: Stochastic Finance (ISBN: 9783110463446) 2016, in Englisch, Taschenbuch.Nur diese Ausgabe anzeigen…
50%: Follmer, Hans, and Fallmer, Hans, and Schied, Alexander: Stochastic Finance: An Introduction in Discrete Time (De Gruyter Studies in Mathematics, Band 27) (ISBN: 9783110183467) 2004, 2. Ausgabe, in Englisch, Broschiert.Nur diese Ausgabe anzeigen…
46%: Hans Föllmer; Alexander Schied: H: Stochastic Finance (ISBN: 9783110218046) 2011, 3. Ausgabe, in Englisch, Taschenbuch.Nur diese Ausgabe anzeigen…
43%: Hans / Schied, Alexander Föllmer, Mitwirkende: Alexander Schied: Stochastic Finance als eBook von (ISBN: 9783110218053) 2011, 3. Ausgabe, in Englisch, auch als eBook.Nur diese Ausgabe anzeigen…
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| Preise | 2016 | 2019 | 2022 |
|---|---|---|---|
| Schnitt | € 54,95 | € 55,47 | € 59,23 |
| Nachfrage |
1
Stochastic Finance
DE NW EBISBN: 9783110183467 bzw. 3110183463, in Deutsch, De Gruyter, neu, E-Book.
Lieferung aus: Vereinigte Staaten von Amerika, Ebook for download.
Business, The series is devoted to the publication of monographs and high-level textbooks in mathematics, mathematical methods and their applications. Apart from covering important areas of current interest, a major aim is to make topics of an interdisciplinary nature accessible to the non-specialist. The works in this series are addressed to advanced students and researchers in mathematics and theoretical physics. In addition, it can serve as a guide for lectures and seminars on a graduate level. The series de Gruyter Studies in Mathematics was founded ca. 30 years ago by the late Professor Heinz Bauer and Professor Peter Gabriel with the aim to establish a series of monographs and textbooks of high standard, written by scholars with an international reputation presenting current fields of research in pure and applied mathematics. While the editorial board of the Studies has changed with the years, the aspirations of the Studies are unchanged. In times of rapid growth of mathematical knowledge carefully written monographs and textbooks written by experts are needed more than ever, not least to pave the way for the next generation of mathematicians. In this sense the editorial board and the publisher of the Studies are devoted to continue the Studies as a service to the mathematical community. Please submit any book proposals to Niels Jacob . eBook.
Business, The series is devoted to the publication of monographs and high-level textbooks in mathematics, mathematical methods and their applications. Apart from covering important areas of current interest, a major aim is to make topics of an interdisciplinary nature accessible to the non-specialist. The works in this series are addressed to advanced students and researchers in mathematics and theoretical physics. In addition, it can serve as a guide for lectures and seminars on a graduate level. The series de Gruyter Studies in Mathematics was founded ca. 30 years ago by the late Professor Heinz Bauer and Professor Peter Gabriel with the aim to establish a series of monographs and textbooks of high standard, written by scholars with an international reputation presenting current fields of research in pure and applied mathematics. While the editorial board of the Studies has changed with the years, the aspirations of the Studies are unchanged. In times of rapid growth of mathematical knowledge carefully written monographs and textbooks written by experts are needed more than ever, not least to pave the way for the next generation of mathematicians. In this sense the editorial board and the publisher of the Studies are devoted to continue the Studies as a service to the mathematical community. Please submit any book proposals to Niels Jacob . eBook.
2
Stochastic Finance
EN NWISBN: 9783110463446 bzw. 311046344X, in Englisch, de Gruyter, Berlin/New York, Deutschland, neu.
This is the fourth, newly revised edition of the classical introduction to the mathematics of finance, based on stochastic models in discrete time. In the first part of the book simple one-period models are studied, in the second the idea of dynamic hedging of contingent claims is developed in a multiperiod framework.
3
Stochastic Finance
EN NWISBN: 9783110463446 bzw. 311046344X, in Englisch, de Gruyter, Berlin/New York, Deutschland, neu.
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 than the rule. Thus, the need to confront the intrinsic risks arising from market incomleteness appears at a very early stage. The first part of the book contains a study of a simple one-period model, which also serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of financial risk. In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk. This fourth, newly revised edition contains more than one hundred exercises. It also includes material on risk measures and the related issue of model uncertainty, in particular a chapter on dynamic risk measures and sections on robust utility maximization and on efficient hedging with convex risk measures. Contents: Part I: Mathematical finance in one period Arbitrage theory Preferences Optimality and equilibrium Monetary measures of risk Part II: Dynamic hedging Dynamic arbitrage theory American contingent claims Superhedging Efficient hedging Hedging under constraints Minimizing the hedging error Dynamic risk measures.
4
Stochastic Finance: An Introduction in Discrete Time (de Gruyter Studies in Mathematics) (2004)
EN HC USISBN: 9783110183467 bzw. 3110183463, in Englisch, 459 Seiten, 2. Ausgabe, Walter de Gruyter, gebundenes Buch, gebraucht.
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Von Händler/Antiquariat, Bookbyte Textbooks.
This book is an introduction to financial mathematics. The first part of the book studies a simple one-period model which serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of risk. In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Such models are typically incomplete: They involve intrinsic risks which cannot be hedged away completely. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk. In addition to many corrections and improvements, this second edition contains several new sections, including a systematic discussion of law-invariant risk measures and of the connections between American options, superhedging, and dynamic risk measures. Hardcover, Edition: 2 Rev Enl, Label: Walter de Gruyter, Walter de Gruyter, Product group: Book, Published: 2004-11-24, Studio: Walter de Gruyter, Sales rank: 329909.
Von Händler/Antiquariat, Bookbyte Textbooks.
This book is an introduction to financial mathematics. The first part of the book studies a simple one-period model which serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of risk. In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Such models are typically incomplete: They involve intrinsic risks which cannot be hedged away completely. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk. In addition to many corrections and improvements, this second edition contains several new sections, including a systematic discussion of law-invariant risk measures and of the connections between American options, superhedging, and dynamic risk measures. Hardcover, Edition: 2 Rev Enl, Label: Walter de Gruyter, Walter de Gruyter, Product group: Book, Published: 2004-11-24, Studio: Walter de Gruyter, Sales rank: 329909.
5
Symbolbild
Stochastic Finance: An Introduction in Discrete Time (De Gruyter Studies in Mathematics) (2004)
DE HC USISBN: 9783110183467 bzw. 3110183463, in Deutsch, Walter de Gruyter & Co, gebundenes Buch, gebraucht.
Lieferung aus: Vereinigtes Königreich Großbritannien und Nordirland, Versandkosten nach: DEU.
Von Händler/Antiquariat, Bookbarn International.
Walter de Gruyter & Co, 2004. 2nd Revised edition. Hardcover. Used; Very Good. Second edition. Sent from the UK within 24 hours. EXPEDITED UK DELIVERY AVAILABLE. Bookbarn International Inventory #2194323.
Von Händler/Antiquariat, Bookbarn International.
Walter de Gruyter & Co, 2004. 2nd Revised edition. Hardcover. Used; Very Good. Second edition. Sent from the UK within 24 hours. EXPEDITED UK DELIVERY AVAILABLE. Bookbarn International Inventory #2194323.
6
Stochastic Finance: An Introduction in Discrete Time (de Gruyter Studies in Mathematics) (2004)
EN HC USISBN: 9783110183467 bzw. 3110183463, in Englisch, 459 Seiten, 2. Ausgabe, Walter de Gruyter, gebundenes Buch, gebraucht.
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Von Händler/Antiquariat, CabBike.
This book is an introduction to financial mathematics. The first part of the book studies a simple one-period model which serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of risk. In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Such models are typically incomplete: They involve intrinsic risks which cannot be hedged away completely. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk. In addition to many corrections and improvements, this second edition contains several new sections, including a systematic discussion of law-invariant risk measures and of the connections between American options, superhedging, and dynamic risk measures. Hardcover, Ausgabe: 2 Rev Enl, Label: Walter de Gruyter, Walter de Gruyter, Produktgruppe: Book, Publiziert: 2004-11-24, Studio: Walter de Gruyter, Verkaufsrang: 4394306.
Von Händler/Antiquariat, CabBike.
This book is an introduction to financial mathematics. The first part of the book studies a simple one-period model which serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of risk. In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Such models are typically incomplete: They involve intrinsic risks which cannot be hedged away completely. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk. In addition to many corrections and improvements, this second edition contains several new sections, including a systematic discussion of law-invariant risk measures and of the connections between American options, superhedging, and dynamic risk measures. Hardcover, Ausgabe: 2 Rev Enl, Label: Walter de Gruyter, Walter de Gruyter, Produktgruppe: Book, Publiziert: 2004-11-24, Studio: Walter de Gruyter, Verkaufsrang: 4394306.
7
Stochastic Finance
~EN NWISBN: 9783110463446 bzw. 311046344X, vermutlich in Englisch, de Gruyter, Berlin/New York, Deutschland, neu.
Lieferung aus: Vereinigtes Königreich Großbritannien und Nordirland, Lieferzeit: 11 Tage, zzgl. Versandkosten.
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 than the rule. Thus, the need to confront the intrinsic risks arising from market incomleteness appears at a very early stage.The first part of the book contains a study of a simple one-period model, which also serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of financial risk.In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk.This fourth, newly revised edition contains more than one hundred exercises. It also includes material on risk measures and the related issue of model uncertainty, in particular a chapter on dynamic risk measures and sections on robust utility maximization and on efficient hedging with convex risk measures. Contents:Part I: Mathematical finance in one periodArbitrage theoryPreferencesOptimality and equilibriumMonetary measures of riskPart II: Dynamic hedgingDynamic arbitrage theoryAmerican contingent claimsSuperhedgingEfficient hedgingHedging under constraintsMinimizing the hedging errorDynamic risk measures.
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 than the rule. Thus, the need to confront the intrinsic risks arising from market incomleteness appears at a very early stage.The first part of the book contains a study of a simple one-period model, which also serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of financial risk.In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk.This fourth, newly revised edition contains more than one hundred exercises. It also includes material on risk measures and the related issue of model uncertainty, in particular a chapter on dynamic risk measures and sections on robust utility maximization and on efficient hedging with convex risk measures. Contents:Part I: Mathematical finance in one periodArbitrage theoryPreferencesOptimality and equilibriumMonetary measures of riskPart II: Dynamic hedgingDynamic arbitrage theoryAmerican contingent claimsSuperhedgingEfficient hedgingHedging under constraintsMinimizing the hedging errorDynamic risk measures.
8
Stochastic Finance - An Introduction in Discrete Time
~EN PB NWISBN: 9783110463446 bzw. 311046344X, vermutlich in Englisch, Walter De Gmbh Gruyter, Taschenbuch, neu.
Lieferung aus: Deutschland, Versandkostenfrei.
Stochastic Finance: 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 than the rule. Thus, the need to confront the intrinsic risks arising from market incomleteness appears at a very early stage.The first part of the book contains a study of a simple one-period model, which also serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of financial risk.In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk.This fourth, newly revised edition contains more than one hundred exercises. It also includes material on risk measures and the related issue of model uncertainty, in particular a chapter on dynamic risk measures and sections on robust utility maximization and on efficient hedging with convex risk measures. Contents:Part I: Mathematical finance in one periodArbitrage theoryPreferencesOptimality and equilibriumMonetary measures of riskPart II: Dynamic hedgingDynamic arbitrage theoryAmerican contingent claimsSuperhedgingEfficient hedgingHedging under constraintsMinimizing the hedging errorDynamic risk measures, Englisch, Taschenbuch.
Stochastic Finance: 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 than the rule. Thus, the need to confront the intrinsic risks arising from market incomleteness appears at a very early stage.The first part of the book contains a study of a simple one-period model, which also serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of financial risk.In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk.This fourth, newly revised edition contains more than one hundred exercises. It also includes material on risk measures and the related issue of model uncertainty, in particular a chapter on dynamic risk measures and sections on robust utility maximization and on efficient hedging with convex risk measures. Contents:Part I: Mathematical finance in one periodArbitrage theoryPreferencesOptimality and equilibriumMonetary measures of riskPart II: Dynamic hedgingDynamic arbitrage theoryAmerican contingent claimsSuperhedgingEfficient hedgingHedging under constraintsMinimizing the hedging errorDynamic risk measures, Englisch, Taschenbuch.
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