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The Mathematics of Arbitrage

By: Delbaen, Freddy [author.].
Contributor(s): Schachermayer, Walter [author.2] | SpringerLink (Online service)0.
Material type: materialTypeLabelBookSeries: Springer Finance4: Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2006.Description: XVI, 371 p. online resource.Content type: text Media type: computer Carrier type: online resourceISBN: 9783540312994.Subject(s): Mathematics | Finance | Functional analysis | Operator theory | Economics, Mathematical | Probabilities.1 | Mathematics.2 | Quantitative Finance.2 | Probability Theory and Stochastic Processes.2 | Operator Theory.2 | Functional Analysis.2 | Finance, general.1DDC classification: 519 Online resources: Click here to access online
Contents:
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 Num�raire (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).
In: Springer eBooks0
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Item type Current location Call number Status Date due Barcode Item holds
PK Kelkar Library, IIT Kanpur
Available EBK7883
Total holds: 0

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 Num�raire (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).

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