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Mathematics of Arbitrage

Language EnglishEnglish
Book Hardback
Book Mathematics of Arbitrage Freddy Delbaen
Libristo code: 02107976
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, October 2011
This long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedgin... Full description
? points 324 b
132.98 €
260.08  лв
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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'. The first part presents a relatively elementary introduction, restricting itself to the case of finite probability spaces. The second part consists of an updated edition of seven original research papers by the authors, which analyse the topic in the general framework of semi-martingale theory.

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About the book

Full name Mathematics of Arbitrage
Author Freddy Delbaen, Walter Schachermayer
Language English
Binding Book - Hardback
Date of issue 2011
Number of pages 371
EAN 9783540219927
ISBN 3540219927
Libristo code 02107976
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Weight 744
Dimensions 166 x 240 x 28

Categories

Economics, Finance, Business & Management > Finance & accounting > Finance > Investment & securities
Mathematics & Science > Mathematics > Calculus & mathematical analysis > Functional analysis & transforms
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
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