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|a 9783540312994
|9 978-3-540-31299-4
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|a 10.1007/978-3-540-31299-4
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|a 519
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|a Delbaen, Freddy.
|e author.
|4 aut
|4 http://id.loc.gov/vocabulary/relators/aut
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|a The Mathematics of Arbitrage
|h [electronic resource] /
|c by Freddy Delbaen, Walter Schachermayer.
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|a 1st ed. 2006.
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|a Berlin, Heidelberg :
|b Springer Berlin Heidelberg :
|b Imprint: Springer,
|c 2006.
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|a XVI, 371 p.
|b online resource.
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|a text
|b txt
|2 rdacontent
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|a computer
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|2 rdamedia
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|a online resource
|b cr
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|a text file
|b PDF
|2 rda
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|a Springer Finance,
|x 2195-0687
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|a A Guided Tour to Arbitrage Theory -- The Story in a Nutshell -- Models of Financial Markets on Finite Probability Spaces -- Utility Maximisation on Finite Probability Spaces -- Bachelier and Black-Scholes -- The Kreps-Yan Theorem -- The Dalang-Morton-Willinger Theorem -- A Primer in Stochastic Integration -- Arbitrage Theory in Continuous Time: an Overview -- The Original Papers -- A General Version of the Fundamental Theorem of Asset Pricing (1994) -- A Simple Counter-Example to Several Problems in the Theory of Asset Pricing (1998) -- The No-Arbitrage Property under a Change of Numéraire (1995) -- The Existence of Absolutely Continuous Local Martingale Measures (1995) -- The Banach Space of Workable Contingent Claims in Arbitrage Theory (1997) -- The Fundamental Theorem of Asset Pricingfor Unbounded Stochastic Processes (1998) -- A Compactness Principle for Bounded Sequences of Martingales with Applications (1999).
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|a Social sciences
|x Mathematics.
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|a Probabilities.
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|a Operator theory.
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|a Functional analysis.
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|a Finance.
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|a Mathematics in Business, Economics and Finance.
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|a Probability Theory.
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|a Operator Theory.
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|a Functional Analysis.
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|a Financial Economics.
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|a Schachermayer, Walter.
|e author.
|4 aut
|4 http://id.loc.gov/vocabulary/relators/aut
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|a SpringerLink (Online service)
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|t Springer Nature eBook
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|i Printed edition:
|z 9783540801832
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|i Printed edition:
|z 9783642060304
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|i Printed edition:
|z 9783540219927
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|a Springer Finance,
|x 2195-0687
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|u https://doi.uam.elogim.com/10.1007/978-3-540-31299-4
|z Texto Completo
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|a ZDB-2-SMA
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|a ZDB-2-SXMS
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|a Mathematics and Statistics (SpringerNature-11649)
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|a Mathematics and Statistics (R0) (SpringerNature-43713)
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