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商品詳細

Name: Stochastic Finance : An Introduction in Discrete Time.
Author: Föllmer, Hans / Schied, A.
ISBN: 978-3-11-017119-8

Stochastic Finance : An Introduction in Discrete Time. 確率ファイナンス－離散時間入門

・ISBN 978-3-11-017119-8 cloth

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著者・編者	Föllmer, Hans / Schied, A.,
シリーズ	de Gruyter Studies in Mathematics
出版社	(de Gruyter, GW)
出版年月	2002
ページ数	x, 422 pp.
言語	ENG
ニュース番号	＜489-322＞

解説

An introduction to financial mathematics for mathematicians. In contrast to many textbooks on mathematical finance, only discrete-time stochastic models are considered. As such, the text can concentrate from the beginning on typical problems which are suggested by financial applications.