The Mathematics of Arbitrage
Please note that the standard 14-day cancellation right terminates upon receiving access to the e-book.
Product description
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.
Accessibility information
Select variation, to see accessibility information
Details
- ISBN13 9783540312994
- Released 2006
- Publisher Springer
- Format Elektronisk medie
- Language English