Stochastic Finance: An Introduction in Discrete Time

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

Author: Hans Föllmer,Alexander Schied
Binding Type: Paperback
Publisher: de Gruyter
Published: 08/15/2025
Series: de Gruyter Textbook
Pages: 664
Weight: 2.29lbs
Size: 9.61h x 6.69w x 1.33d
ISBN: 9783111044811
5th This a Revised Edition