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Stochastic Finance: An Introduction in Discrete Time by Hans Föllmer

Stochastic Finance: An Introduction in Discrete Time

by Hans Föllmer
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Book cover type: Paperback
  • ISBN13: 9783111044811
  • Binding: Paperback
  • Subject: N/A
  • Publisher: de Gruyter
  • Publisher Imprint: de Gruyter
  • Publication Date:
  • Pages: 664
  • Original Price: USD 92.99
  • Language: English
  • Edition: N/A
  • Item Weight: 1039 grams
  • BISAC Subject(s): Probability & Statistics / General

This book provides an introduction to probabilistic methods in finance, based on stochastic models in discrete time. It is aimed primarily at graduate students in mathematics but may also benefit mathematicians in academia and the financial industry.

In this fifth edition, the entire text has been thoroughly revised to enhance clarity and completeness. This includes new sections on

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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