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"item_title" : "The Mathematics of Arbitrage",
"item_author" : [" Freddy Delbaen", "Walter Schachermayer "],
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The Mathematics of Arbitrage
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.
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Details
- ISBN-13: 9783642060304
- ISBN-10: 3642060307
- Publisher: Springer
- Publish Date: February 2010
- Dimensions: 9.21 x 6.14 x 0.81 inches
- Shipping Weight: 1.21 pounds
- Page Count: 371
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