Book review of: H. Föllmer and A. Schied, Stochastic finance. An introduction in discrete time

DOI10.1007/S00184-007-0164-1zbMATH Open1360.00040OpenAlexW1549439499MaRDI QIDQ745439

Reinhold Kainhofer

Publication date: 14 October 2015

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-007-0164-1

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Stopping times; optimal stopping problems; gambling theory (60G40) Financial applications of other theories (91G80) Portfolio theory (91G10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) External book reviews (00A17) Actuarial science and mathematical finance (91Gxx)

Related Items (5)

DISCRETE TIME SERIES, PROCESSES, AND APPLICATIONS IN FINANCE, by Gilles Zumbach. Springer Finance Series. Published by Springer, Heidelberg, Berlin, 2013. Total number of pages: 315. ISBN: 978-3-642-31741-5 ⋮ Book Reviews ⋮ Mathematical Finance: A Very Short Introduction ⋮ Book Review: Stochastic calculus for finance ⋮ Discrete Time Series, Processes, and Applications in Finance

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