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The Mathematics of Arbitrage - Springer Finance Freddy Delbaen 1st ed. 2006. 2nd printing 2008 edition
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The Mathematics of Arbitrage - Springer Finance
Freddy Delbaen
This book presents a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities by the principle of "no arbitrage". The second part consists of an updated edition of seven original research papers by the authors, which analyzes the topic in the general framework of semi-martingale theory.
371 pages, biography
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 16 de diciembre de 2005 |
| ISBN13 | 9783540219927 |
| Editores | Springer-Verlag Berlin and Heidelberg Gm |
| Páginas | 371 |
| Dimensiones | 166 × 240 × 28 mm · 744 g |
| Lengua | Inglés Alemán |
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