The Mathematics of Arbitrage - Springer Finance

Freddy Delbaen, Walter Schachermayer

Softcover reprint of hardcover 1st ed. 2006

Paperback (12 Feb 2010)

$167.06

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New: Hardback (16 Dec 2005) - 1st ed. 2006. 2nd printing 2008 $167.06

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:	9783642060304
Publisher:	Springer Berlin Heidelberg
Imprint:	Springer
Pub date:	12 Feb 2010
Edition:	Softcover reprint of hardcover 1st ed. 2006
DEWEY:	332.645
DEWEY edition:	22
Language:	English
Number of pages:	371
Weight:	599g
Height:	234mm
Width:	156mm
Spine width:	20mm