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The Mathematics of Arbitrage
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The Mathematics of Arbitrage

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.
Opplag
Softcover reprint of hardcover 1st ed. 2006
ISBN
9783642060304
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
12.2.2010
Antall sider
371