The Mathematics of Arbitrage

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Mathematics
The Mathematics of Arbitrage

The Mathematics of Arbitrage

Name: The Mathematics of Arbitrage
ISBN: 9783540219927

Freddy Delbaen, Walter Schachermayer

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This long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities by the principle of no arbitrage. In the first part the authors present a relatively elementary introduction, restricting itself to the case of finite probability spaces. The second part consists in an updated edition of seven original research papers by the authors, which analyse the topic in the general framework of semi-martingale theory.

الفئات:

Mathematics

عام:

2005

الناشر:

Springer

اللغة:

english

الصفحات:

379

ISBN 10:

3540219927