Stochastic Finance: An Introduction in Discrete Time: 27 (De Gruyter Studies in Mathematics, 27) - Image 1

£122.50

De Gruyter Stochastic Finance: An Introduction in Discrete Time: 27 (De Gruyter Studies in Mathematics, 27)

Name: Stochastic Finance: An Introduction in Discrete Time: 27 (De Gruyter Studies in Mathematics, 27)
Brand: De Gruyter
Price: 122.5 GBP
Availability: InStock

Professional Finance

It has never been this cheap. We have no record of a lower price.

£123 today · cheaper than every other day in the last 3 months

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 57 days • 57 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 57 days • 1 price levels

Days at Price

Price Analysis

Most common price: £123 (57 days, 100.0%)

Price range: £123 - £123

Price levels: 1 different prices over 57 days

Description

This book is an introduction to financial mathematics. The first part of the book studies a simple one-period model which 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 risk. In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Such models are typically incomplete: They involve intrinsic risks which cannot be hedged away completely. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk. In addition to many corrections and improvements, this second edition contains several new sections, including a systematic discussion of law-invariant risk measures and of the connections between American options, superhedging, and dynamic risk measures.

Product Specifications

Brand: De Gruyter
Format: hardcover
ASIN: 3110183463
Category: Books > Subjects > Business, Finance & Law > Professional Finance
Domain: Amazon UK
Release Date: 24 November 2004
Listed Since: 10 December 2006

Barcode

No barcode data available

De Gruyter Stochastic Finance: An Introduction in Discrete Time: 27 (De Gruyter Studies in Mathematics, 27)

It has never been this cheap. We have no record of a lower price.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)

Stochastic Finance: An Introduction in Discrete Time (De Gruyter Textbook)

Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)

An Undergraduate Introduction to Financial Mathematics

Stochastic Financial Models (Chapman and Hall/CRC Financial Mathematics Series)

Introduction to Stochastic Finance with Market Examples (Chapman and Hall/CRC Financial Mathematics Series)

Financial Economics, Risk And Information (2nd Edition)

The Mathematics of Finance: Modeling and Hedging (Pure and Applied Undergraduate Texts)

Undergraduate Introduction To Financial Mathematics, An (fourth Edition): 4th Edition

Mathematical Finance (Springer Finance)

Financial Mathematics: A Comprehensive Treatment in Discrete Time (Chapman and Hall/CRC Financial Mathematics Series)

Springer Financial Mathematics, Derivatives and Structured Products

Arbitrage Theory in Continuous Time (Oxford Finance Series)

Portfolio Theory and Arbitrage: A Course in Mathematical Finance (Graduate Studies in Mathematics)

Mathematical Methods and Quantum Mathematics for Economics and Finance

Mathematical Finance: Core Theory, Problems and Statistical Algorithms (Routledge Advanced Texts in Economics and Finance)

Mathematical Methods and Quantum Mathematics for Economics and Finance

An Introduction to the Mathematics of Financial Derivatives

Financial Calculus: An Introduction to Derivative Pricing

Numerical Methods for Finance (Chapman & Hall/CRC Financial Mathematics)

Financial Mathematics, Derivatives and Structured Products

CRC Press Numerical Methods for Finance - Chapman & Hall/CRC

Stochastic Finance: A Numeraire Approach (Chapman and Hall/CRC Financial Mathematics Series)

Deterministic And Stochastic Topics In Computational Finance