Stochastic finance an introduction in discrete time
Material type:
- 9783110218046
- 332.01519232 22 FO-S
- HG176.5 .F65 2011

Item type | Home library | Collection | Shelving location | Call number | Status | Date due | Barcode | |
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OPJGU Sonepat- Campus | General Books | Main Library | 332.01519232 FO-S (Browse shelf(Opens below)) | Available | 127697 |
Includes bibliographical references (p. [517]-531) and index.
Arbitrage theory -- Preferences -- Optimality and equilibrium -- Monetary measures of risk -- Dynamic arbitrage theory -- American contingent claims -- Superhedging -- Efficient hedging -- Hedging under constraints -- Minimizing the hedging error -- Dynamic risk measures.
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