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.
- ISBN10 3540312994
- ISBN13 9783540312994
- Publish Date December 2006 (first published 1 January 2006)
- Publish Status Active
- Publish Country DE
- Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Imprint Springer-Verlag Berlin and Heidelberg GmbH & Co. K
- Format eBook
- Language English