product description page
Stochastic Finance : An Introduction in Discrete Time (Paperback) (Hans Fu00f6llmer)
about this item
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.