The Mathematics of Arbitrage (Springer Finance)
Book Details
Author(s)Freddy Delbaen, Walter Schachermayer
PublisherSpringer
ISBN / ASIN3540219927
ISBN-139783540219927
AvailabilityUsually ships in 24 hours
Sales Rank857,192
MarketplaceUnited States 🇺🇸
Description
Proof of the "Fundamental Theorem of Asset Pricing" in its general form by Delbaen and Schachermayer was a milestone in the history of modern mathematical finance and now forms the cornerstone of this book.
Puts into book format a series of major results due mostly to the authors of this book.
Embeds highest-level research results into a treatment amenable to graduate students, with introductory, explanatory background.
Awaited in the quantitative finance community.
