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Stochastic Finance : An Introduction in Discrete Time (Paperback) (Hans Fu00f6llmer)

Stochastic Finance : An Introduction in Discrete Time (Paperback) (Hans Fu00f6llmer) - image 1 of 1

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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.

Number of Pages: 596
Genre: Mathematics
Sub-Genre: Finance
Format: Paperback
Publisher: De Gruyter
Author: Hans Fu00f6llmer
Language: English
Street Date: July 25, 2016
TCIN: 51715974
UPC: 9783110463446
Item Number (DPCI): 248-29-8921
$77.00

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