Beschreibung
This fifth, newly revised edition of the classical introduction to the mathematics of finance, is based on stochastic models in discrete time. Updates include, new chapter on dynamic portfolio strategies, enhanced graphics with real-world data, improved proofs and updated references and citations.
Produktsicherheitsverordnung
Hersteller:
Walter de Gruyter GmbH
De Gruyter GmbH
productsafety@degruyterbrill.com
Genthiner Strasse 13
DE 10785 Berlin
Autorenportrait
Hans Föllmer is Professor emeritus at the Humboldt University of Berlin. He has also serves as Andrew D. White Professor-at-Large at Cornell University and Rothschild Distinguished Visiting Fellow, Isaac Newton Institute, Cambridge. He is widely known for his contributions to probability theory, stochastic analysis and mathematical finance. He was the recepient of the prestigious Cantor medal in 2006 Alexander Schied is a Professor and University Research Chair in the Department of Statistics and Actuarial Science at the University of Waterloo. His research is in probability theory and stochastic analysis with applications to mathematical finance and economics. He is currently Co-Editor of the journal Finance and Stochastics and member of several other editorial boards, including Applied Mathematics and Optimization, Mathematical Finance, the SIAM Journal on Financial Mathematics, and the SIAM Book Series on Financial Mathematics.
