by Mher Safarian (Author), Mher Safarian (Author), Yuri Kabanov (Author)
This book presents a unified treatment of various problems arising in the theory of financial markets with friction. It gives a succinct account of arbitrage theory for financial markets with and without transaction costs based on a synthesis of ideas.
Format: Hardcover
Pages: 310
Edition: 2010
Publisher: Springer
Published: 05 Mar 2010
ISBN 10: 3540681205
ISBN 13: 9783540681205