The Mathematics of Arbitrage (Springer Finance) pdf epub mobi txt 电子书下载 2025

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出版者:Springer

作者:Freddy Delbaen

出品人:

页数:387

译者:

出版时间:2006-02-10

价格:USD 79.95

装帧:Hardcover

isbn号码:9783540219927

丛书系列:springer finance

图书标签:

金融
统计学
数学
springer_finance
finance
Springer
Finance

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This long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities by the principle of 'no arbitrage'. The first part presents a relatively elementary introduction, restricting itself to the case of finite probability spaces. The second part consists of an updated edition of seven original research papers by the authors, which analyse the topic in the general framework of semi-martingale theory.

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全书的核心是1994年两位作者对Fundamental theorem of asset pricing的严格证明，由此引出NFLVR,NUPBR等对当代金融数学影响深远的概念，清晰描述了risk neutral measure,utility maximization与no arbitrage这三大金融数学理论支柱的内在关系。书中收集了两位作者在90年代最具...

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