Stochastic Finance

Stochastic Finance
Author :
Publisher : Walter de Gruyter
Total Pages : 557
Release :
ISBN-10 : 9783110218046
ISBN-13 : 3110218046
Rating : 4/5 (046 Downloads)
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Book Synopsis Stochastic Finance by : Hans Föllmer

Download or read book Stochastic Finance written by Hans Föllmer and published by Walter de Gruyter. This book was released on 2011 with total page 557 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the third, revised and extended 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 part the idea


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