Skip to content
Scan a barcode
Scan
Paperback The Mathematics of Arbitrage Book

ISBN: 3642060307

ISBN13: 9783642060304

The Mathematics of Arbitrage

Select Format

Select Condition ThriftBooks Help Icon

Recommended

Format: Paperback

Condition: New

$139.99
50 Available
Ships within 2-3 days

Book Overview

This book presents a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities by the principle of "no arbitrage". The first part presents a relatively elementary introduction, restricting itself to the case of finite probability spaces. The second part consists of an updated edition of seven original research papers by the authors, which analyzes the topic in the general framework of semi-martingale theory.

...

Customer Reviews

0 rating
Copyright © 2024 Thriftbooks.com Terms of Use | Privacy Policy | Do Not Sell/Share My Personal Information | Cookie Policy | Cookie Preferences | Accessibility Statement
ThriftBooks® and the ThriftBooks® logo are registered trademarks of Thrift Books Global, LLC
GoDaddy Verified and Secured