The Mathematics of Arbitrage
Freddy Delbaen, Walter Schachermayer
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2005
145,75 €On orderDelivery: 2-3 weeks
This book presents a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities by the principle of "no arbitrage". The second part consists of an updated edition of seven original research papers by the authors, which analyzes the topic in the general framework of semi-martingale theory.
- ISBN-13
- 9783540219927
- ISBN-10
- 3540219927
- Publisher
- Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Year
- 2005
- Publication date
- 2005-12-16
- Pages
- 371
- Dimensions
- 240x166x28
- Weight
- 744