This book is an introduction to financial mathematics for mathematicians. It is intended both for graduate students with a certain background in probability theory as well as for professional mathematicians in industry and academia. In contrast to many textbooks on mathematical finance, only discret
Stochastic Finance: An Introduction in Discrete Timeby Hans Föllmer; Alexander Schield
✍ Scribed by Review by: Srdjan Stojanovic
- Book ID
- 124946240
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 2003
- Tongue
- English
- Weight
- 666 KB
- Volume
- 45
- Category
- Article
- ISSN
- 0036-1445
- DOI
- 10.2307/25054482
No coin nor oath required. For personal study only.
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This book is an introduction to financial mathematics for mathematicians. It is intended both for graduate students with a certain background in probability theory as well as for professional mathematicians in industry and academia. In contrast to many textbooks on mathematical finance, only discret
Intended for graduate students in mathematics, this textbook is an introduction to probabilistic methods in finance that focuses on stochastic models in real time. It is based on courses taught by the authors at Humboldt U. and Technical U. in Germany. The core of the work is a dynamic arbitrage the