The Mathematics of Arbitrage
Κύριοι συγγραφείς: | , |
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Συγγραφή απο Οργανισμό/Αρχή: | |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2006.
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Σειρά: | Springer Finance
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Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- 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).