The mathematics of arbitrage /

The mathematics of arbitrage /

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This long-awaited book aims at 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...

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Bibliographic Details
Main Author: Delbaen, Freddy
Other Authors: Schachermayer, Walter
Format: Book
Language:English
Published: Berlin ; New York, NY : Springer, [2006], ©2006
Berlin ; New York, NY : c2006
Series:Springer finance
Springer finance
Subjects:
Arbitrage > Mathematical models
Derivative securities > Prices > Mathematical models
Hedging (Finance)
Arbitrage (Bourse) > Modèles mathématiques
Couverture (Finances)
Instruments dérivés (Finances) > Prix > Modèles mathématiques
Arbitrage

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University of Chicago

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Call Number: HG6024.A3 D462 2006

Massachusetts Institute of Technology

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Call Number: HG6024.A3.D462 2006

Johns Hopkins University

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Call Number: HG6024.A3 D462 2006

Duke University

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Call Number: HG6024.A3 D462 2006

Cornell University

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Call Number: HG6024.A3 D462 2006

Columbia University

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Call Number: HG6024.A3 D462 2006

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