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Book synopsis

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 second part consists of an updated edition of seven original research papers by the authors, which analyse the topic in the general framework of semi-martingale theory.

Book details

Book category Books in English Mathematics & science Mathematics Applied mathematics

• Full title: Mathematics of Arbitrage
• Author: Freddy Delbaen, Walter Schachermayer
• Language: English
• Binding: Hardback
• Number of pages: 371
• EAN: 9783540219927
• ISBN: 3540219927
• ID: 02107976
• Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
• Weight: 744 g
• Dimensions: 240 × 166 × 28 mm
• Date of publishing: 20. October 2011

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