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Stochastic Finance: An Introduction in Discrete Time
Paperback
Series: de Gruyter Textbook
Business GeneralProbability & Statistics
Publisher Price: $92.99
ISBN13: 9783111044811
Publisher: de Gruyter
Published: Aug 15 2025
Pages: 664
Weight: 2.29
Height: 1.33 Width: 6.69 Depth: 9.61
Language: English
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
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