FÖLLMER, Hans  <br/><br/>
Stochastic finance  an Introduction in discrete time /   [online] :  
Hans Föllmer, Alexander Schied 
 - Berlin :   De Gruyter,   2016 
 - 1 resursă online  (596 p.) 
 - De Gruyter Textbook .
<br/><br/> Frontmatter  Preface to the fourth edition<br/>  Preface to the third edition<br/>  Preface to the second edition<br/>  Preface to the first edition<br/> Part I: Mathematical finance in one period  1. Arbitrage theory<br/>  2. Preferences<br/>  3. Optimality and equilibrium<br/>  4. Monetary measures of risk<br/> Part II: Dynamic hedging  5. Dynamic arbitrage theory<br/>  6. American contingent claims<br/>  7. Superhedging<br/>  8. Efficient hedging<br/>  9. Hedging under constraints<br/>  10. Minimizing the hedging error<br/>  11. Dynamic risk measures<br/>  Appendix<br/>  Bibliographical notes<br/>  References<br/>  List of symbols<br/>  Index<br/> 
<br/><br/><label>ISBN: </label>9783110463453 
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