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The Mathematics of Arbitrage

The Mathematics of Arbitrage

Freddy Delbaen / Walter Schachermayer

156,67 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2005
Materia
Probabilidad y estadística
ISBN:
9783540219927
156,67 €
IVA incluido
Disponible

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Sobre IBD

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, with introductory, explanatory background.Awaited in the quantitative finance community.

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Otros libros del autor

  • 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...
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    182,61 €