1 option
Stochastic Finance : An Introduction in Discrete Time.
- Format:
- Book
- Author/Creator:
- Föllmer, Hans.
- Series:
- De Gruyter Textbook Series
- Language:
- English
- Subjects (All):
- Finance--Mathematical models.
- Finance.
- Stochastic processes.
- Physical Description:
- 1 online resource (664 pages)
- Edition:
- 5th ed.
- Place of Publication:
- Berlin/Boston : Walter de Gruyter GmbH, 2016.
- Summary:
- 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.
- Notes:
- Description based on publisher supplied metadata and other sources.
- Part of the metadata in this record was created by AI, based on the text of the resource.
- ISBN:
- 3-11-104528-5
- OCLC:
- 1587901733
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