Buch, Englisch, 371 Seiten, HC runder Rücken kaschiert, Format (B × H): 160 mm x 241 mm, Gewicht: 1600 g
Reihe: Springer Finance
Buch, Englisch, 371 Seiten, HC runder Rücken kaschiert, Format (B × H): 160 mm x 241 mm, Gewicht: 1600 g
Reihe: Springer Finance
ISBN: 978-3-540-21992-7
Verlag: Springer Berlin Heidelberg
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.
Zielgruppe
Professional/practitioner
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
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).