Freddy Delbaen

(Author)

The Mathematics of ArbitragePaperback, 12 February 2010

The Mathematics of Arbitrage
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Part of Series
Springer Finance
Print Length
371 pages
Language
English
Publisher
Springer
Date Published
12 Feb 2010
ISBN-10
3642060307
ISBN-13
9783642060304

Description

This book presents a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities by the principle of "no arbitrage". The first part presents a relatively elementary introduction, restricting itself to the case of finite probability spaces. 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.

Product Details

Authors:
Freddy DelbaenWalter Schachermayer
Book Format:
Paperback
Country of Origin:
NL
Date Published:
12 February 2010
Dimensions:
23.39 x 15.6 x 2.06 cm
ISBN-10:
3642060307
ISBN-13:
9783642060304
Language:
English
Location:
Berlin, Heidelberg
Pages:
371
Publisher:
Weight:
548.85 gm

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