The Mathematics of Arbitrage

,

Éditeur :

Springer

Paru le : 2006-02-14

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 o...
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À propos


Éditeur

Collection
n.c

Parution
2006-02-14

Pages
371 pages

EAN papier
9783540219927

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.

Caractéristiques détaillées - droits

EAN PDF
9783540312994
Prix
126,59 €
Nombre pages copiables
3
Nombre pages imprimables
37
Taille du fichier
2826 Ko

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