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Springer Finance The Mathematics of Arbitrage, (Paperback)

Springer Finance The Mathematics of Arbitrage, (Paperback)

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Springer Finance The Mathematics of Arbitrage, (Paperback)

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Key item features

Springer Finance The Mathematics of Arbitrage, (Paperback)
Author: Springer
ISBN: 9783642060304
Format: Paperback
Publication Date: 2010-02-12
Page Count: 371

Specs

Book format
Paperback
Fiction/nonfiction
Non-Fiction
Genre
Business & Investing
Publication date
February, 2010
Pages
371
Subgenre
Finance

Current price is $135.93

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This book presents a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities by the principle of "no arbitrage". The first part presents a relatively elementary introduction, restricting itself to the case of finite probability spaces. 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.

Springer Finance The Mathematics of Arbitrage, (Paperback)
Author: Springer
ISBN: 9783642060304
Format: Paperback
Publication Date: 2010-02-12
Page Count: 371

info:

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Specifications

Book format

Paperback

Fiction/nonfiction

Non-Fiction

Genre

Business & Investing

Publication date

February, 2010

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