bokomslag The Mathematics of Arbitrage
Samhälle & debatt

The Mathematics of Arbitrage

Freddy Delbaen Walter Schachermayer

Inbunden

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Andra format:

  • 371 sidor
  • 2005
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.
  • Författare: Freddy Delbaen, Walter Schachermayer
  • Format: Inbunden
  • ISBN: 9783540219927
  • Språk: Engelska
  • Antal sidor: 371
  • Utgivningsdatum: 2005-12-01
  • Förlag: Springer-Verlag Berlin and Heidelberg GmbH & Co. K