Bibliography

Kapitel in diesem Buch

1. Frontmatter I
2. Preface to the second edition V
3. Preface to the first edition VII
4. Contents IX
5. Part I. Mathematical finance in one period
6. Chapter 1. Arbitrage theory 3
7. Chapter 2. Preferences 44
8. Chapter 3. Optimality and equilibrium 108
9. Chapter 4. Monetary measures of risk 152
10. Part II. Dynamic hedging
11. Chapter 5. Dynamic arbitrage theory 223
12. Chapter 6. American contingent claims 277
13. Chapter 7. Superhedging 308
14. Chapter 8. Efficient hedging 333
15. Chapter 9. Hedging under constraints 350
16. Chapter 10. Minimizing the hedging error 372
17. Appendix 399
18. Notes 433
19. Bibliography 439
20. List of symbols 449
21. Index 451