Hans FöllmerProfessor of Mathematics (Stochastics and Mathematical Finance) |
|
New:
Third revised and
extended edition xii + 544 pp., published January 2011 - now with more than 100 exercises - new chapter on dynamic risk measures - new sections on robust utility maximization and on efficient hedging with convex risk measures Russian edition, 496 pp., MCCME, Moscow, ISBN 978-5-94057-346-3, published February 2008 Translated by Yuliya Mishura and Georgiy Shevshenko • Second revised and extended edition, xi + 459 pp., published November 2004 • First edition, ix + 422 pp., published July 2002 de Gruyter Studies in Mathematics 27 |