Title: PORTFOLIO THEORY AND ARBITRAGE
Description: "The pdf contains a draft title page, draft copyright page and a draft manuscript"--
Subjects: Portfolio management, Arbitrage, Probability theory and stochastic processes {For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX} -- Stochastic analysis [See also 58J65] -- Stochastic integrals, Game theory, economics, social and behavioral sciences -- Mathematical finance -- Portfolio theory, Game theory, economics, social and behavioral sciences -- Mathematical finance -- Financial applications of other theories (stochastic control, calculus of variations, PDE, SPDE, dynamical systems), Probability theory and stochastic processes {For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX} -- Stochastic analysis [See also 58J65] -- Applications of stochastic ana, Probability theory and stochastic processes {For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX} -- Stochastic processes -- Martingales with continuous parameter