The Mathematics of Arbitrage |
|
| Author:
| Delbaen, Freddy
Schachermayer, Walter |
| Series title: | Springer Finance Ser. |
| ISBN: | 978-3-642-06030-4 |
| Publication Date: | Feb 2010 |
| Publisher: | Springer
|
| Book Format: | Paperback |
| List Price: | AUD $191.95 |
Book Description:
|
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.
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.