The Mathematics of Arbitrage
Freddy Delbaen, Walter SchachermayerThis 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.
Категорії:
Рік:
2005
Видавництво:
Springer
Мова:
english
Сторінки:
379
ISBN 10:
3540219927
ISBN 13:
9783540219927
Серії:
Springer Finance
Файл:
DJVU, 2.95 MB
IPFS:
,
english, 2005
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