Stochastic Finance
an introduction in discrete time
$96.49
- Paperback
664 pages
- Release Date
20 July 2025
Summary
Mastering Stochastic Finance: A Discrete-Time Approach
This book offers an accessible introduction to probabilistic methods in finance, grounded in stochastic models within a discrete-time framework. Designed primarily for graduate students in mathematics, it also serves as a valuable resource for mathematicians in both academic and financial sectors.
In this fifth edition, the entire text has been meticulously revised for enhanced clarity and comprehensiveness, including ne…
Book Details
| ISBN-13: | 9783111044811 |
|---|---|
| ISBN-10: | 3111044815 |
| Series: | De Gruyter Textbook |
| Author: | Hans Föllmer, Alexander Schied |
| Publisher: | De Gruyter |
| Imprint: | De Gruyter |
| Format: | Paperback |
| Number of Pages: | 664 |
| Release Date: | 20 July 2025 |
| Weight: | 1.16kg |
| Dimensions: | 45mm x 245mm x 171mm |
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About The Author
Hans Föllmer
Hans Föllmer is Professor emeritus at Humboldt University of Berlin. He was also Professor at ETH Zurich and the University of Bonn, Distinguished Visiting Professor at the National University of Singapore, and Andrew D. White Professor-at-Large at Cornell University.
Alexander Schied is Professor at the University of Waterloo and holds the Munich Re Chair in Stochastic Finance and a University Research Chair.
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