ENGLISH

The Mathematics of Arbitrage (Springer Finance)

By Freddy Delbaen , Walter Schachermayer

Book information

Publisher
Springer
Year
2005
ISBN
9783540219927, 3540219927
Open Library ID
OL9054713M
Language
english
Format
PDF
Filesize
3 MB (2687514 bytes)
Series
Springer Finance
Pages
379\379
Time added
2010-02-18 13:16:04

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. In the first part the authors present a relatively elementary introduction, restricting itself to the case of finite probability spaces. The second part consists in 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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