The Mathematics of Arbitrage

Name: The Mathematics of Arbitrage
SKU: 2495523
Price: 339.99 AUD
Availability: InStock

By:

Format:

Hardback

Series:

Springer Finance

Show Hide Adult Content

$339.99

Available from supplier

Usually ships in 3-4 weeks

0 in Trolley

Price Match

Wrap this item as a gift ($5.90) - add a free gift card on the next page

Buy Now, Pay Later with:

4 payments of $85.00 with Afterpay Learn more

Availability

Delivering to:

Estimated arrival:

Around 13-25 June using International Courier

Description

Proof of the "Fundamental Theorem of Asset Pricing" in its general form by Delbaen and Schachermayer was a milestone in the history of modern mathematical finance and now forms the cornerstone of this book. Puts into book format a series of major results due mostly to the authors of this book. Embeds highest-level research results into a treatment amenable to graduate students, with introductory, explanatory background. Awaited in the quantitative finance community.

Author Biography:

Walter Schachermeyer, born in 1950 in Linz, Austria, has received--as the first mathematician--the 1998 Wittgenstein Award, Austria's highest honor for scienctific achievement. Since 1998 he holds the Chair for Actuarial and Financial Mathematics at the Vienna University of Technolgoy. Among his achievements is the proof of the "Fundamental Theorem of Asset Pricing" in its general form, which was done in joint work with Freddy Delbaen. Freddy Delbaen, born in 1946 in Duffel/Antwerpen, Belgium, is Professor for Financial Mathematics at the ETH in Zurich since 1995.

Release date Australia

December 16th, 2005

Author

Audiences

Postgraduate, Research & Scholarly
Professional & Vocational

Illustrations

XVI, 371 p.

Pages

371

Series

Springer Finance

Dimensions

156x234x22

ISBN-13

9783540219927

Product ID

2495523

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here

Get free delivery, exclusive deals, and more^*

Business & Economics Books:

The Mathematics of Arbitrage

By:

Format:

Series:

Buy Now, Pay Later with:

Availability

Description

Author Biography:

Customer reviews

Marketplace listings

Help & options

Filed under...

Get free delivery, exclusive deals, and more*

Buy Now, Pay Later with:

Author Biography:

Get free delivery, exclusive deals, and more^*