LIBROS DEL AUTOR: walter schachermayer

3 resultados para LIBROS DEL AUTOR: walter schachermayer

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  • The Mathematics of Arbitrage
    Freddy Delbaen / Walter Schachermayer
    A Guided Tour to Arbitrage Theory.- The Story in a Nutshell.- Models of Financial Markets on Finite Probability Spaces.- Utility Maximisation on Finite Probability Spaces.- Bachelier and Black-Scholes.- The Kreps-Yan Theorem.- The Dalang-Morton-Willinger Theorem.- A Primer in Stochastic Integration.- Arbitrage Theory in Continuous Time: an Overview.- The Original Papers.- A Gen...
    Disponible

    182,61 €

  • The Mathematics of Arbitrage
    Freddy Delbaen / Walter Schachermayer
    Proof of the 'Fundamental Theorem of Asset Pricing' in its general form by Delbaen and Schachermayer was a milestone in the history of modern mathematical finance and now forms the cornerstone of this book.Puts into book format a series of major results due mostly to the authors of this book.Embeds highest-level research results into a treatment amenable to graduate students, w...
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    156,67 €

  • Lectures on Probability Theory and Statistics
    Sergio Albeverio / Walter Schachermayer
    In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society. Sergio Albeverio reviews the theory of Dirichlet forms, and gives applications including partial differential equations, stochastic dynamics of quantum systems, quantum fields and the geometry of loop spaces. The second te...
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    71,15 €