£93.13

Springer The Mathematics of Arbitrage (Springer Finance)

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£93 today · all-time low £93 (Mar 2026) · usually £93

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£96.89 £92.59 £93.53 £94.47 £95.40 £96.34 £97.28 22 February 2026 16 March 2026 07 April 2026 29 April 2026 21 May 2026

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Description

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.

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Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
16 December 2005
Listed Since
15 February 2007

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