The mathematics of arbitrage /
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...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Book |
| Language: | English |
| Published: |
Berlin ; New York, NY :
Springer,
[2006], ©2006
Berlin ; New York, NY : c2006 |
| Series: | Springer finance
Springer finance |
| Subjects: |
Search Result 1
This item is not available through BorrowDirect. Please contact your institution’s interlibrary loan office for further assistance.
by Delbaen, Freddy
Published 2006
Published 2006
This item is not available through BorrowDirect. Please contact your institution’s interlibrary loan office for further assistance.
Electronic
Book
Search Result 2
This item is not available through BorrowDirect. Please contact your institution’s interlibrary loan office for further assistance.
This item is not available through BorrowDirect. Please contact your institution’s interlibrary loan office for further assistance.
Book