The Mathematics of Arbitrage (Hardcover, 1st ed. 2006. 2nd printing 2008)

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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.


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Product 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.

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Product Details

General

Imprint

Springer-Verlag

Country of origin

Germany

Series

Springer Finance

Release date

October 2011

Availability

Expected to ship within 12 - 17 working days

First published

2006

Authors

,

Dimensions

235 x 155 x 28mm (L x W x T)

Format

Hardcover

Pages

371

Edition

1st ed. 2006. 2nd printing 2008

ISBN-13

978-3-540-21992-7

Barcode

9783540219927

Categories

LSN

3-540-21992-7



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