The Mathematics of Arbitrage by Walter Schachermayer, Freddy Delbaen

The Mathematics of Arbitrage

Springer Finance

Walter Schachermayer, Freddy Delbaen

371 pages missing pub info (editions)

nonfiction business economics mathematics medium-paced
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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 ...

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