The Mathematics of Arbitrage - Springer Finance

Freddy Delbaen, Walter Schachermayer

1st ed. 2006. 2nd printing 2008

Hardback (16 Dec 2005)

$167.06

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Publisher's Synopsis

This book presents 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 analyzes the topic in the general framework of semi-martingale theory.

Book information

ISBN:	9783540219927
Publisher:	Springer Berlin Heidelberg
Imprint:	Springer
Pub date:	16 Dec 2005
Edition:	1st ed. 2006. 2nd printing 2008
DEWEY:	332.645
DEWEY edition:	22
Language:	English
Number of pages:	373
Weight:	744g
Height:	240mm
Width:	166mm
Spine width:	28mm