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The Mathematics of Arbitrage
Delbaen, Freddy; Schachermayer, Walter
€ 161.88
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Description for The Mathematics of Arbitrage
Paperback. Series: Springer Finance. Num Pages: 387 pages, biography. BIC Classification: KFFM; PBW. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 20. Weight in Grams: 599.
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.
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.
Product Details
Format
Paperback
Publication date
2010
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
387
Condition
New
Series
Springer Finance
Number of Pages
371
Place of Publication
Berlin, Germany
ISBN
9783642060304
SKU
V9783642060304
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Delbaen, Freddy; Schachermayer, Walter
Walter Schachermeyer, born in 1950 in Linz, Austria, has received--as the first mathematician--the 1998 Wittgenstein Award, Austria's highest honor for scienctific achievement. Since 1998 he holds the Chair for Actuarial and Financial Mathematics at the Vienna University of Technolgoy. Among his achievements is the proof of the "Fundamental Theorem of Asset Pricing" in its general form, which was done in ... Read more
Reviews for The Mathematics of Arbitrage
From the reviews: "As a learning device, I think this works really well. The second half of the book allows readers to ‘put to use’ the mathematics they learn in the first half. I really like the authors’ writing style. They provide plenty of intuitive insights and historical notes along the way as they formally ... Read more