Author : Freddy Delbaen,Walter Schachermayer

Publisher : Springer Science & Business Media

Release : 2006-02-14

Category : Mathematics

ISBN : 3540312994

File Size : 32,8 Mb

Total Download : 354

Book Summary: 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.