[share_ebook] Freddy Delbaen, Walter Schachermayer, The Mathematics of Arbitrage (Springer Finance)


Author: Freddy Delbaen, Walter Schachermayer

Date: 2008-07-01

ISBN: 3540219927

Pages: 387

Language: English

Publisher: Springer

Category: Business

Tag: Business & Investing


Posted on 2012-01-26, by LionFar.

Description


Title:Freddy Delbaen, Walter Schachermayer, The Mathematics of Arbitrage (Springer Finance)
Author:Freddy Delbaen, Walter Schachermayer
Publisher:Springer
ISBN:3540219927
ISBN13:
Date2008-07-01
Pages:387
Language:English
Format: PDF
Size:2,5 mb

Description: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.


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