The Mathematics of Arbitrage (Springer Finance)
Edition: 1 edition
Publisher: Springer
Published: February 10, 2006
Language: eng
Format: Hardcover
Number of pages: 371
ISBN-13: 9783540219927
Subjects: Applied mathematics; Investment & securities; Science/Mathematics; Mathematical Analysis; Derivative securities; Mathematics; Business / Economics / Finance; Probability & Statistics - General; Prices; Mathematical models; Finance; Business & Economics / Finance; JEL: G12, G13; change of numeraire; fundamental theorem of asset pricing; martingale; superreplication; Arbitrage; Hedging (Finance)