The Mathematics of Arbitrage
Delbaen, Freddy.
The Mathematics of Arbitrage [electronic resource] / by Freddy Delbaen, Walter Schachermayer. - 1st ed. 2006. - XVI, 371 p. online resource. - Springer Finance, 1616-0533 . - Springer Finance, .
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).
9783540312994
10.1007/978-3-540-31299-4 doi
Economics, Mathematical .
Probabilities.
Operator theory.
Functional analysis.
Finance.
Quantitative Finance.
Probability Theory and Stochastic Processes.
Operator Theory.
Functional Analysis.
Finance, general.
HB135-147
519
The Mathematics of Arbitrage [electronic resource] / by Freddy Delbaen, Walter Schachermayer. - 1st ed. 2006. - XVI, 371 p. online resource. - Springer Finance, 1616-0533 . - Springer Finance, .
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).
9783540312994
10.1007/978-3-540-31299-4 doi
Economics, Mathematical .
Probabilities.
Operator theory.
Functional analysis.
Finance.
Quantitative Finance.
Probability Theory and Stochastic Processes.
Operator Theory.
Functional Analysis.
Finance, general.
HB135-147
519