The mathematics of arbitrage
Freddy Delbaen; Walter Schachermayer
| Year of publication: |
2008 ; Corrected 2. printing
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|---|---|
| Authors: | Delbaen, Freddy ; Schachermayer, Walter |
| Publisher: |
Berlin : Springer |
| Subject: | Arbitrage Pricing | Arbitrage pricing | Optionspreistheorie | Option pricing theory | Martingal | Martingale | Theorie | Theory | Capital-Asset-Pricing-Modell | Arbitrage-Pricing-Theorie | Stochastisches Modell | Semimartingal |
| Description of contents: | Table of Contents [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] |
| Extent: | XVI, 373 S. graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Sammlung ; Collection of articles written by one author |
| Language: | English |
| ISBN: | 978-3-540-21992-7 ; 978-3-540-31299-4 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003896513