The Mathematics of Arbitrage

1st ed. 2006. 2nd printing 2008

by Freddy Delbaen , Walter Schachermayer

Book Details

Format Hardback or Cased Book

Book Series Springer Finance

ISBN-10 3540219927

ISBN-13 9783540219927

Edition 1st ed. 2006. 2nd printing 2008

Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Imprint Springer-Verlag Berlin and Heidelberg GmbH & Co. K

Country of Manufacture GB

Country of Publication GB

Publication Date Dec 16th, 2005

Print length 371 Pages

Weight 744 grams

Dimensions 24.00 x 16.60 x 2.80 cms

Product Classification: Investment & securities Applied mathematics

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Presents a mathematical treatment of the theory of pricing and hedging of derivative securities by the principle of no arbitrage. This title consists of seven papers, which analyzes the topic in the general framework of semi-martingale theory.

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.

Get The Mathematics of Arbitrage by at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Springer-Verlag Berlin and Heidelberg GmbH & Co. KG and it has pages.