The Mathematics of Arbitrage by Delbaen, Freddy

The Mathematics of Arbitrage (Paperback) (ISBN-13: 9783642060304)

Vendor: Freddy Delbaen
Product type: Books
Format: Paperback
$139.99
$139.99
$139.99
Subtotal: $139.99
The Mathematics of Arbitrage by Delbaen, Freddy

The Mathematics of Arbitrage

$139.99
The Mathematics of Arbitrage by Delbaen, Freddy

The Mathematics of Arbitrage

$139.99
Format: Paperback
Description
Description
x

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.



Author: Freddy Delbaen,Walter Schachermayer
ISBN-10: 3642060307
ISBN-13: 9783642060304
Publisher: Springer
Language: English
Published: 02/12/2010
Pages: 371
Format: Paperback
Weight: 1.21lbs
Size: 9.21h x 6.14w x 0.81d
By Freddy Delbaen
By Freddy Delbaen
x

Walter Schachermeyer, born in 1950 in Linz, Austria, has received--as the first mathematician--the 1998 Wittgenstein Award, Austria's highest honor for scienctific achievement. Since 1998 he holds the Chair for Actuarial and Financial Mathematics at the Vienna University of Technolgoy. Among his achievements is the proof of the "Fundamental Theorem of Asset Pricing" in its general form, which was done in joint work with Freddy Delbaen.

Freddy Delbaen, born in 1946 in Duffel/Antwerpen, Belgium, is Professor for Financial Mathematics at the ETH in Zurich since 1995.

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