The mathematics of arbitrage
Autres auteurs :
Schachermayer, Walter.
Collection :
Springer finance.
Publié par :
Springer
(Berlin ; New York )
Détails physiques : 387 p. 25 cm.
ISBN :3540219927 (hardcover); 9783540219927 (hardcover).
Sujet(s) :
Arbitrage
|
Arbitrage--Mathematical models
|
Derivative securities--Prices
|
Derivative securities--Prices--Mathematical models
|
Distribution (Probability theory)
|
Finance
|
Functional analysis
|
Hedging (Finance)
Année : 2006
| Type de document | Site actuel | Cote | Statut | Date de retour prévue | Code à barres | Réservations |
|---|---|---|---|---|---|---|
| Livre | La bibliothèque des Sciences Juridiques, Economiques et de Gestion | 332.645 DEL (Parcourir l'étagère) | Disponible | 0000000013257 |
Total des réservations: 0
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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