TY  - BOOK
AU  - Follmer,Hans
AU  - Schied,Alexander
TI  - Stochastic finance: an introduction in discrete time by 
T2  - De Gruyter graduate
SN  - 9783110463446
U1  - 332.0151923 23
PY  - 2016///
CY  - Berlin
PB  - De Gruyter, 
KW  - Finance
KW  - Statistical methods
KW  - Stochastic analysis
KW  - Probabilities
N1  - Includes bibliographical references and index; Part I: Mathematical finance in one period --
 1. Arbitrage theory --
 2. Preferences --
 3. Optimality and equilibrium --
 4. Monetary measures of risk --
 Part II: Dynamic hedging --
 5. Dynamic arbitrage theory --
 6. American contingent claims --
 7. Superhedging --
 8. Efficient hedging --
 9. Hedging under constraints --
 10. Minimizing the hedging error --
 11. Dynamic risk measures --
 Appendix
N2  - An introduction to the mathematics of finance, based on stochastic models in discrete time. It studies simple one-period models, and develops the idea of dynamic hedging of contingent claims in a multiperiod framework.
ER  -