The Mathematics of Arbitrage Hardback
by Freddy Delbaen, Walter Schachermayer
Part of the Springer Finance series
Hardback
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.
Information
-
Out of stock
- Format:Hardback
- Pages:371 pages, XVI, 371 p.
- Publisher:Springer-Verlag Berlin and Heidelberg GmbH & Co. K
- Publication Date:16/12/2005
- Category:
- ISBN:9783540219927
Other Formats
- Paperback / softback from £61.55
- PDF from £93.08
Information
-
Out of stock
- Format:Hardback
- Pages:371 pages, XVI, 371 p.
- Publisher:Springer-Verlag Berlin and Heidelberg GmbH & Co. K
- Publication Date:16/12/2005
- Category:
- ISBN:9783540219927