menu
{ "item_title" : "The Mathematics of Arbitrage", "item_author" : [" Freddy Delbaen", "Walter Schachermayer "], "item_description" : "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.", "item_img_path" : "https://covers4.booksamillion.com/covers/bam/3/54/021/992/3540219927_b.jpg", "price_data" : { "retail_price" : "139.99", "online_price" : "139.99", "our_price" : "139.99", "club_price" : "139.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
The Mathematics of Arbitrage|Freddy Delbaen

The Mathematics of Arbitrage

local_shippingShip to Me
In Stock.
FREE Shipping for Club Members help

Overview

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.

This item is Non-Returnable

Details

  • ISBN-13: 9783540219927
  • ISBN-10: 3540219927
  • Publisher: Springer
  • Publish Date: December 2005
  • Dimensions: 9.44 x 6.34 x 1 inches
  • Shipping Weight: 1.56 pounds
  • Page Count: 371

Related Categories

You May Also Like...

    1

BAM Customer Reviews