The Mathematics of Arbitrage (Springer Finance)

by Freddy Delbaen and Walter Schachermayer

0 ratings • 0 reviews • 0 shelved
Book cover for The Mathematics of Arbitrage

Bookhype may earn a small commission from qualifying purchases. Full disclosure.

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