Financial mathematics in discrete time

DOI10.1007/978-3-662-53531-8MaRDI QIDQ523371zbMATH OpenOpenAlexFDO

Authors Nicole Bäuerle, Ulrich Rieder

Publication date 20 April 2017

Published in Springer-Lehrbuch Masterclass (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/978-3-662-53531-8

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Actuarial science and mathematical finance (91Gxx)

Recommendations

• Financial Mathematics
• Introduction to discrete financial mathematics
• Mathematical finance
• Mathematical finance
• Financial mathematics. A comprehensive treatment in discrete time. Volume I
• On mathematical finance
• scientific article; zbMATH DE number 1546640
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Cited in

(7)

• On the price of risk in a mean-risk optimization model
• scientific article; zbMATH DE number 1855777 (Why is no real title available?)
• Nash equilibria for relative investors via no-arbitrage arguments
• Martingales and financial mathematics in discrete time
• Fundamentals of modern financial mathematics. A practice-oriented view
• Discrete Algorithms for Multivariate Financial Calculus
• Introduction to discrete financial mathematics

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