The Mathematics of Arbitrage
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Produkt beskrivelse

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.

Detaljer

  • ISBN13 9783540312994
  • Udgivet 2006
  • Forlag Springer
  • Format Elektronisk medie
  • Sprog Engelsk