The mathematics of arbitrage
Freddy Delbaen; Walter Schachermayer
| Year of publication: |
2006
|
|---|---|
| Authors: | Delbaen, Freddy ; Schachermayer, Walter |
| Publisher: |
Berlin [u.a.] : Springer |
| Subject: | Optionspreistheorie | Option pricing theory | Arbitrage Pricing | Arbitrage pricing | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory | Martingal | Martingale | Capital-Asset-Pricing-Modell | Arbitrage-Pricing-Theorie | Stochastisches Modell | Semimartingal | Arbitrage | Finanzmathematik | Mathematisches Modell |
| Description of contents: | Table of Contents [gbv.de] ; Table of Contents [loc.gov] ; Description [zbmath.org] ; Description [loc.gov] ; Description [loc.gov] |
| Extent: | XVI, 373 S 24 cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Sammlung ; Collection of articles written by one author |
| Language: | English |
| Notes: | Literaturverz. S. [359] - 373 Hier auch später erschienene, unveränderte Nachdrucke |
| ISBN: | 3-540-21992-7 ; 978-3-540-21992-7 |
| Classification: | Investition, Finanzierung ; Wahrscheinlichkeitsrechnung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002123958