The Mathematics of Arbitrage

Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Delbaen, Freddy (Author), Schachermayer, Walter (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2006.
Edition:1st ed. 2006.
Series:Springer Finance,
Subjects:
Social sciences > Mathematics.
Probabilities.
Operator theory.
Functional analysis.
Finance.
Mathematics in Business, Economics and Finance.
Probability Theory.
Operator Theory.
Functional Analysis.
Financial Economics.
Online Access:Texto Completo
Table of Contents:
  • 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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