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

• stop-loss insurance contracts,　
• the Fatou property of law-invariant risk measures,　
• relative entropy,　
• Cover’s universal portfolios,
• and numerous new exercises.

[color=var(--__dChNmAmGoMXsw4B,#0f1111)]出版社 ‏ : ‎ De Gruyter
[color=var(--__dChNmAmGoMXsw4B,#0f1111)]出版日期 ‏ : ‎ 2025年 7月 21日
[color=var(--__dChNmAmGoMXsw4B,#0f1111)]版本 ‏ : ‎ 这是第五版的修订和扩充版
[color=var(--__dChNmAmGoMXsw4B,#0f1111)]语言 ‏ : ‎ 英语
[color=var(--__dChNmAmGoMXsw4B,#0f1111)]纸书页数 ‏ : ‎ 664页
[color=var(--__dChNmAmGoMXsw4B,#0f1111)]ISBN-10 ‏ : ‎ 3111044815
[color=var(--__dChNmAmGoMXsw4B,#0f1111)]ISBN-13 ‏ : ‎ 978-3111044811
[color=var(--__dChNmAmGoMXsw4B,#0f1111)]商品重量 ‏ : ‎ 1.07 Kilograms
[color=var(--__dChNmAmGoMXsw4B,#0f1111)]尺寸 ‏ : ‎ 16.51 x 3.81 x 23.5 cm
[color=var(--__dChNmAmGoMXsw4B,#0f1111)] [color=var(--__dChNmAmGoMXsw4B,#0f1111)]