Stochastic Finance : An Introduction in Discrete Time
Stochastic Finance : An Introduction in Discrete Time
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Author(s): Föllmer, Hans
ISBN No.: 9783111044811
Pages: 664
Year: 202508
Format: Trade Paper
Price: $ 128.33
Dispatch delay: Dispatched between 7 to 15 days
Status: Available

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.


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