The Mathematics of Arbitrage

• Κύριοι συγγραφείς: Delbaen, Freddy (Συγγραφέας), Schachermayer, Walter (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2006.
• Σειρά: Springer Finance
• Θέματα: Mathematics.; Finance.; Functional analysis.; Operator theory.; Economics, Mathematical.; Probabilities.; Quantitative Finance.; Probability Theory and Stochastic Processes.; Operator Theory.; Functional Analysis.; Finance, general.

 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).