The Mathematics of Arbitrage (Springer Finance)

The Mathematics of Arbitrage (Springer Finance)

by Freddy Delbaen (Author), WalterSchachermayer (Author)

Synopsis

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.

$154.67

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 371
Edition: 1st ed. 2006. 2nd printing
Publisher: Springer
Published: 16 Dec 2005

ISBN 10: 3540219927
ISBN 13: 9783540219927