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Stochastic Finance
This chapter is in the book Stochastic Finance

Chapters in this book

  1. Frontmatter I
  2. Preface to the third edition V
  3. Preface to the second edition VI
  4. Preface to the first edition VII
  5. Contents IX
  6. I Mathematical finance in one period
  7. 1 Arbitrage theory 3
  8. 2 Preferences 50
  9. 3 Optimality and equilibrium 121
  10. 4 Monetary measures of risk 175
  11. II Dynamic hedging
  12. 5 Dynamic arbitrage theory 261
  13. 6 American contingent claims 321
  14. 7 Superhedging 354
  15. 8 Efficient hedging 380
  16. 9 Hedging under constraints 404
  17. 10 Minimizing the hedging error 428
  18. 11 Dynamic risk measures 456
  19. Appendix 476
  20. Notes 512
  21. Bibliography 517
  22. List of symbols 533
  23. Index 535
https://doi.org/10.1515/9783110218053.IX

Chapters in this book

  1. Frontmatter I
  2. Preface to the third edition V
  3. Preface to the second edition VI
  4. Preface to the first edition VII
  5. Contents IX
  6. I Mathematical finance in one period
  7. 1 Arbitrage theory 3
  8. 2 Preferences 50
  9. 3 Optimality and equilibrium 121
  10. 4 Monetary measures of risk 175
  11. II Dynamic hedging
  12. 5 Dynamic arbitrage theory 261
  13. 6 American contingent claims 321
  14. 7 Superhedging 354
  15. 8 Efficient hedging 380
  16. 9 Hedging under constraints 404
  17. 10 Minimizing the hedging error 428
  18. 11 Dynamic risk measures 456
  19. Appendix 476
  20. Notes 512
  21. Bibliography 517
  22. List of symbols 533
  23. Index 535
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