The Mathematics of Arbitrage Hardback
Part of the Springer Finance series
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.
- Format: Hardback
- Pages: 371 pages, XVI, 371 p.
- Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
- Publication Date: 16/12/2005
- Category: Investment & securities
- ISBN: 9783540219927
- PDF from £63.33
- Paperback / softback from £61.29