ENGLISH

The Mathematics of Arbitrage

By Freddy Delbaen , Walter Schachermayer

Book information

Publisher
Springer
Year
2006
ISBN
3540219927, 9783540219927, 9783540312994
Open Library ID
OL9054713M
Language
english
Format
PDF
Filesize
3 MB (2680726 bytes)
Series
Springer finance
Pages
379\379
Library
mexmat
Time added
2009-07-20 03:45:11

Description

This long-awaited book aims at 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 analyse the topic in the general framework of semi-martingale theory.

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