- Stochastic Finance: An Introduction in Discrete Time - PDF Free Download
- Stochastic Finance: An Introduction in Discrete Time
In the first part of the book, simple one-period models are studied, while in the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Goodreads helps you keep track of books you want to read.
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Stochastic Finance: An Introduction in Discrete Time - PDF Free Download
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Stochastic Finance: An Introduction in Discrete Time
Add more categories. Review This Product. Order online. This book is an introduction to financial mathematics.
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It is intended for graduate students in mathematics and for researchers working in academia and industry. The focus on stochastic models in discrete time has two immediate benefits. First, the probabilistic machinery is simpler, and one can discuss right away some of the key problems in the theory of pricing and hedging of financial derivatives.