Stochastic Processes and Financial Mathematics
Author:   Ludger Rüschendorf
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Edition:   1st ed. 2023
Volume:   1
ISBN:  

9783662647103


Pages:   304
Publication Date:   05 April 2023
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
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Stochastic Processes and Financial Mathematics


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Full Product Details

Author:   Ludger Rüschendorf
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint:   Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Edition:   1st ed. 2023
Volume:   1
Weight:   0.486kg
ISBN:  

9783662647103


ISBN 10:   3662647109
Pages:   304
Publication Date:   05 April 2023
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

Option pricing in models in discrete time.- Scorohod's embedding theorem and Donsker's theorem.- Stochastic integration.- Elements of stochastic analysis.- Option pricing in complete and incomplete markets.- Utility optimization, minimum distance martingales, and utility indiff.- Variance-minimum hedging.

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Author Information

Prof. Dr. Ludger Rüschendorf is professor at the University of Freiburg in the field of mathematical stochastics since 1993. Previously, he taught and conducted research at the universities of Hamburg, Aachen, Freiburg and Münster.

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