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Stochastic Finance, 4th Edition by Alexander Schied, Hans Föllmer

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Preface to the second edition

Since the publication of the first edition we have used it as the basis for several courses. These include courses for a whole semester on Mathematical Finance in Berlin and also short courses on special topics such as risk measures given at the Institut Henri Poincaré in Paris, at the Department of Operations Research at Cornell University, at the Academia Sinica in Taipei, and at the 8th Symposium on Probability and Stochastic Processes in Puebla. In the process we have made a large number of minor corrections, we have discovered many opportunities for simplification and clarification, and we have also learned more about several topics. As a result, major parts of this book have been improved or even entirely rewritten. ...

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