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Stochastic Finance


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About the Author

Hans Foellmer, Humboldt-Universitat zu Berlin, Germany; Alexander Schied, University of Mannheim, Germany.


This book provides a fairly complete treatment of the most important probabilistic aspects of financial mathematics (or stochastic finance). [...] It is a worthwhile addition to the literature and will serve as highly recommended reading for students in the subject area for some years to come. Mathematical Reviews (review of the first edition)

Since the appearance of the first edition in 2002, this book has become a classic in mathematical finance and has served in numerous courses as a basic textbook and as a basic source and introduction to the field for graduate students and researchers. [...] Altogether this is an extraordinarily well-done book concerning the subjects chosen, with a clear and readable description of its aims and material and a precise and explicit mathematical presentation. [...] This third edition has benefited from some new focus and material and is an enjoyable read and a most relevant textbook. Mathematical Reviews (review of the third edition)

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