This book provides an introduction to probabilistic methods in finance, based on stochastic models in discrete time. It is aimed primarily at graduate students in mathematics but may also benefit mathematicians in academia and the financial industry.
In this fifth edition, the entire text has been thoroughly revised to enhance clarity and completeness. This includes new sections on
Reihe
Auflage
This a revised and expnded fifth edition
Sprache
Verlagsort
Zielgruppe
Für höhere Schule und Studium
US School Grade: From College Freshman to College Senior
Editions-Typ
Produkt-Hinweis
Illustrationen
23
1 s/w Tabelle, 23 s/w Abbildungen
23 b/w ill., 1 b/w tbl.
Maße
Höhe: 237 mm
Breite: 169 mm
Dicke: 38 mm
Gewicht
ISBN-13
978-3-11-104481-1 (9783111044811)
Schweitzer Klassifikation
Hans Föllmer is Professor emeritus at Humboldt University of Berlin. He was also Professor at ETH Zurich and the University of Bonn, Distinguished Visiting Professor at the National University of Singapore, and Andrew D. White Professor-at-Large at Cornell University.
Alexander Schied is Professor at the University of Waterloo and holds the Munich Re Chair in Stochastic Finance and a University Research Chair.