Stochastic Finance : : An Introduction in Discrete Time / / Hans Föllmer, Alexander Schied.
This book is an introduction to financial mathematics. It is intended for graduate students in mathematics and for researchers working in academia and industry. The focus on stochastic models in discrete time has two immediate benefits. First, the probabilistic machinery is simpler, and one can disc...
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Place / Publishing House: | Berlin ;, Boston : : De Gruyter, , [2011] ©2011 |
Year of Publication: | 2011 |
Edition: | 3rd rev. and extend. ed. |
Language: | English |
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Physical Description: | 1 online resource (544 p.) |
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Föllmer, Hans, author. aut http://id.loc.gov/vocabulary/relators/aut Stochastic Finance : An Introduction in Discrete Time / Hans Föllmer, Alexander Schied. 3rd rev. and extend. ed. Berlin ; Boston : De Gruyter, [2011] ©2011 1 online resource (544 p.) text txt rdacontent computer c rdamedia online resource cr rdacarrier text file PDF rda De Gruyter Textbook Frontmatter -- Preface to the third edition -- Preface to the second edition -- Preface to the first edition -- Contents -- I Mathematical finance in one period -- 1 Arbitrage theory -- 2 Preferences -- 3 Optimality and equilibrium -- 4 Monetary measures of risk -- II Dynamic hedging -- 5 Dynamic arbitrage theory -- 6 American contingent claims -- 7 Superhedging -- 8 Efficient hedging -- 9 Hedging under constraints -- 10 Minimizing the hedging error -- 11 Dynamic risk measures -- Appendix -- Notes -- Bibliography -- List of symbols -- Index restricted access http://purl.org/coar/access_right/c_16ec online access with authorization star This book is an introduction to financial mathematics. It is intended for graduate students in mathematics and for researchers working in academia and industry. The focus on stochastic models in discrete time has two immediate benefits. First, the probabilistic machinery is simpler, and one can discuss right away some of the key problems in the theory of pricing and hedging of financial derivatives. Second, the paradigm of a complete financial market, where all derivatives admit a perfect hedge, becomes the exception rather than the rule. Thus, the need to confront the intrinsic risks arising from market incomleteness appears at a very early stage. The first part of the book contains a study of a simple one-period model, which also serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of financial risk. In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk. This third revised and extended edition now contains more than one hundred exercises. It also includes new material on risk measures and the related issue of model uncertainty, in particular a new chapter on dynamic risk measures and new sections on robust utility maximization and on efficient hedging with convex risk measures. Mode of access: Internet via World Wide Web. In English. Description based on online resource; title from PDF title page (publisher's Web site, viewed 29. Nov 2021) Finance Statistical methods. Probabilities. Stochastic analysis. Arbitragetheorie. Finanzmathematik. Hedge Fund. Stochastik. Stochastisches Modell. MATHEMATICS / Probability & Statistics / General. bisacsh Arbitrage Theory. Discrete Time. Hedging. Mathematics of Finance. Stochastics. Schied, Alexander, author. aut http://id.loc.gov/vocabulary/relators/aut Title is part of eBook package: De Gruyter DGBA Backlist Complete English Language 2000-2014 PART1 9783110238570 Title is part of eBook package: De Gruyter DGBA Backlist Mathematics 2000-2014 (EN) 9783110238471 Title is part of eBook package: De Gruyter DGBA Mathematics - 2000 - 2014 9783110637205 ZDB-23-GMA Title is part of eBook package: De Gruyter E-BOOK GESAMTPAKET / COMPLETE PACKAGE 2010 9783110233544 ZDB-23-DGG Title is part of eBook package: De Gruyter E-BOOK PACKAGE ENGLISH LANGUAGES TITLES 2010 9783110233551 Title is part of eBook package: De Gruyter E-BOOK PAKET SCIENCE TECHNOLOGY AND MEDICINE 2010 9783110233636 ZDB-23-DMN print 9783110218046 https://doi.org/10.1515/9783110218053 https://www.degruyter.com/isbn/9783110218053 Cover https://www.degruyter.com/document/cover/isbn/9783110218053/original |
language |
English |
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eBook |
author |
Föllmer, Hans, Föllmer, Hans, Schied, Alexander, |
spellingShingle |
Föllmer, Hans, Föllmer, Hans, Schied, Alexander, Stochastic Finance : An Introduction in Discrete Time / De Gruyter Textbook Frontmatter -- Preface to the third edition -- Preface to the second edition -- Preface to the first edition -- Contents -- I Mathematical finance in one period -- 1 Arbitrage theory -- 2 Preferences -- 3 Optimality and equilibrium -- 4 Monetary measures of risk -- II Dynamic hedging -- 5 Dynamic arbitrage theory -- 6 American contingent claims -- 7 Superhedging -- 8 Efficient hedging -- 9 Hedging under constraints -- 10 Minimizing the hedging error -- 11 Dynamic risk measures -- Appendix -- Notes -- Bibliography -- List of symbols -- Index |
author_facet |
Föllmer, Hans, Föllmer, Hans, Schied, Alexander, Schied, Alexander, Schied, Alexander, |
author_variant |
h f hf h f hf a s as |
author_role |
VerfasserIn VerfasserIn VerfasserIn |
author2 |
Schied, Alexander, Schied, Alexander, |
author2_variant |
a s as |
author2_role |
VerfasserIn VerfasserIn |
author_sort |
Föllmer, Hans, |
title |
Stochastic Finance : An Introduction in Discrete Time / |
title_sub |
An Introduction in Discrete Time / |
title_full |
Stochastic Finance : An Introduction in Discrete Time / Hans Föllmer, Alexander Schied. |
title_fullStr |
Stochastic Finance : An Introduction in Discrete Time / Hans Föllmer, Alexander Schied. |
title_full_unstemmed |
Stochastic Finance : An Introduction in Discrete Time / Hans Föllmer, Alexander Schied. |
title_auth |
Stochastic Finance : An Introduction in Discrete Time / |
title_alt |
Frontmatter -- Preface to the third edition -- Preface to the second edition -- Preface to the first edition -- Contents -- I Mathematical finance in one period -- 1 Arbitrage theory -- 2 Preferences -- 3 Optimality and equilibrium -- 4 Monetary measures of risk -- II Dynamic hedging -- 5 Dynamic arbitrage theory -- 6 American contingent claims -- 7 Superhedging -- 8 Efficient hedging -- 9 Hedging under constraints -- 10 Minimizing the hedging error -- 11 Dynamic risk measures -- Appendix -- Notes -- Bibliography -- List of symbols -- Index |
title_new |
Stochastic Finance : |
title_sort |
stochastic finance : an introduction in discrete time / |
series |
De Gruyter Textbook |
series2 |
De Gruyter Textbook |
publisher |
De Gruyter, |
publishDate |
2011 |
physical |
1 online resource (544 p.) |
edition |
3rd rev. and extend. ed. |
contents |
Frontmatter -- Preface to the third edition -- Preface to the second edition -- Preface to the first edition -- Contents -- I Mathematical finance in one period -- 1 Arbitrage theory -- 2 Preferences -- 3 Optimality and equilibrium -- 4 Monetary measures of risk -- II Dynamic hedging -- 5 Dynamic arbitrage theory -- 6 American contingent claims -- 7 Superhedging -- 8 Efficient hedging -- 9 Hedging under constraints -- 10 Minimizing the hedging error -- 11 Dynamic risk measures -- Appendix -- Notes -- Bibliography -- List of symbols -- Index |
isbn |
9783110218053 9783110238570 9783110238471 9783110637205 9783110233544 9783110233551 9783110233636 9783110218046 |
callnumber-first |
H - Social Science |
callnumber-subject |
HG - Finance |
callnumber-label |
HG176 |
callnumber-sort |
HG 3176.5 F65 42011 |
url |
https://doi.org/10.1515/9783110218053 https://www.degruyter.com/isbn/9783110218053 https://www.degruyter.com/document/cover/isbn/9783110218053/original |
illustrated |
Not Illustrated |
dewey-hundreds |
300 - Social sciences |
dewey-tens |
330 - Economics |
dewey-ones |
332 - Financial economics |
dewey-full |
332.01 332.01/519232 332.01519232 |
dewey-sort |
3332.01 |
dewey-raw |
332.01 332.01/519232 332.01519232 |
dewey-search |
332.01 332.01/519232 332.01519232 |
doi_str_mv |
10.1515/9783110218053 |
oclc_num |
979689244 |
work_keys_str_mv |
AT follmerhans stochasticfinanceanintroductionindiscretetime AT schiedalexander stochasticfinanceanintroductionindiscretetime |
status_str |
n |
ids_txt_mv |
(DE-B1597)36527 (OCoLC)979689244 |
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cr |
hierarchy_parent_title |
Title is part of eBook package: De Gruyter DGBA Backlist Complete English Language 2000-2014 PART1 Title is part of eBook package: De Gruyter DGBA Backlist Mathematics 2000-2014 (EN) Title is part of eBook package: De Gruyter DGBA Mathematics - 2000 - 2014 Title is part of eBook package: De Gruyter E-BOOK GESAMTPAKET / COMPLETE PACKAGE 2010 Title is part of eBook package: De Gruyter E-BOOK PACKAGE ENGLISH LANGUAGES TITLES 2010 Title is part of eBook package: De Gruyter E-BOOK PAKET SCIENCE TECHNOLOGY AND MEDICINE 2010 |
is_hierarchy_title |
Stochastic Finance : An Introduction in Discrete Time / |
container_title |
Title is part of eBook package: De Gruyter DGBA Backlist Complete English Language 2000-2014 PART1 |
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