The Mathematics of Arbitrage

The Mathematics of Arbitrage
Author :
Publisher : Springer Science & Business Media
Total Pages : 371
Release :
ISBN-10 : 3540312994
ISBN-13 : 9783540312994
Rating : 4/5 (994 Downloads)

Book Synopsis The Mathematics of Arbitrage by : Freddy Delbaen

Download or read book The Mathematics of Arbitrage written by Freddy Delbaen and published by Springer Science & Business Media. This book was released on 2006-02-14 with total page 371 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


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