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Free Download Stochastic Finance
by Hans Föllmer
English | 2025 | ISBN: 3111044815 | 664 pages | True PDF | 21.83 MB

This book provides an introduction to probabilistic methods in finance, based on stochastic models in discrete time. It is aimed primarily at graduate students in mathematics but may also benefit mathematicians in academia and the financial industry.
In this fifth edition, the entire text has been thoroughly revised to enhance clarity and completeness. This includes new sections on

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