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Springer The Mathematics of Arbitrage (Springer Finance)

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£92.22 £56.54 £64.32 £72.11 £79.89 £87.68 £95.46 25 July 2026 09 August 2026 24 August 2026 08 September 2026 24 September 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.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
12 February 2010
Listed Since
14 June 2010

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