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The Mathematics of Arbitrage

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Delbaen, Freddy (Autor), Schachermayer, Walter (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2006.
Edición:1st ed. 2006.
Colección:Springer Finance,
Temas:
Acceso en línea:Texto Completo

MARC

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245 1 4 |a The Mathematics of Arbitrage  |h [electronic resource] /  |c by Freddy Delbaen, Walter Schachermayer. 
250 |a 1st ed. 2006. 
264 1 |a Berlin, Heidelberg :  |b Springer Berlin Heidelberg :  |b Imprint: Springer,  |c 2006. 
300 |a XVI, 371 p.  |b online resource. 
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490 1 |a Springer Finance,  |x 2195-0687 
505 0 |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). 
650 0 |a Social sciences  |x Mathematics. 
650 0 |a Probabilities. 
650 0 |a Operator theory. 
650 0 |a Functional analysis. 
650 0 |a Finance. 
650 1 4 |a Mathematics in Business, Economics and Finance. 
650 2 4 |a Probability Theory. 
650 2 4 |a Operator Theory. 
650 2 4 |a Functional Analysis. 
650 2 4 |a Financial Economics. 
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