Authors: Freddy Delbaen, Walter Schachermayer
Publisher: Springer
Category: Book

List Price: ~~$79.95~~
Buy New: $45.00
You Save: $34.95 (44%)

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Sales Rank: 739200

Media: Hardcover
Number Of Items: 1
Pages: 373
Shipping Weight (lbs): 1.5
Dimensions (in): 9.5 x 6.4 x 1

ISBN: 3540219927
Dewey Decimal Number: 332.645
EAN: 9783540219927
ASIN: 3540219927

Publication Date: July 2008
Availability: Usually ships in 1-2 business days
Condition: New book straight from the shelf.

Also Available In:

•	Kindle Edition - The Mathematics of Arbitrage (Springer Finance)
•	Digital - The Mathematics of Arbitrage (Springer Finance)

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Product Description

This long-awaited book aims at 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 analyse the topic in the general framework of semi-martingale theory.

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