The Mathematics of Arbitrage
Autor:
Springer Nature EN
Verlag:
Springer Nature EN
Sprache:
English
From the reviews:
"As a learning device, I think this works really well. The second half of the book allows readers to ‘put to use’ the mathematics they learn in the first half. I really like the authors’ writing style. They provide plenty of intuitive insights and historical notes along the way as they formally develop concepts. … I recommend it highly to theoretically-inclined financial engineers and researchers." (www.riskbook.com, September, 2006)
"The aim of the book, as the authors state … is to give the reader a guided tour through the mathematics of arbitrage. … The book will be of invaluable help to new researchers in the area of incomplete markets. A new graduate student wishing to do such research would start by reading the papers in the book. She or he now has a very good book to assist this study." (Angelos Dassios, Mathematical Reviews, Issue 2007 a)
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ISBN
978-3-540-21992-7
EAN
9783540219927
Erscheinungsjahr
12/16/2005
Verlag
Springer Nature EN
Author
Delbaen, Freddy;Schachermayer, Walter
Sprache
English
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