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The Mathematics of Arbitrage

  • Authors
  • Freddy Delbaen
  • Walter Schachermayer

Part of the Springer Finance book series (FINANCE)

Table of contents

  1. Front Matter
    Pages I-XVI
  2. A Guided Tour to Arbitrage Theory

    1. Front Matter
      Pages 1-1
    2. Freddy Delbaen, Walter Schachermayer
      Pages 3-9
    3. Freddy Delbaen, Walter Schachermayer
      Pages 11-32
    4. Freddy Delbaen, Walter Schachermayer
      Pages 33-56
    5. Freddy Delbaen, Walter Schachermayer
      Pages 57-69
    6. Freddy Delbaen, Walter Schachermayer
      Pages 71-83
    7. Freddy Delbaen, Walter Schachermayer
      Pages 85-109
    8. Freddy Delbaen, Walter Schachermayer
      Pages 111-128
    9. Freddy Delbaen, Walter Schachermayer
      Pages 129-146
  3. The Original Papers

    1. Front Matter
      Pages 147-147
    2. Freddy Delbaen, Walter Schachermayer
      Pages 149-205
    3. Freddy Delbaen, Walter Schachermayer
      Pages 217-230
    4. Freddy Delbaen, Walter Schachermayer
      Pages 231-250
    5. Freddy Delbaen, Walter Schachermayer
      Pages 251-278
  4. Back Matter
    Pages 357-373

About this book

Keywords

Arbitrage Black-Scholes Finance Hedging JEL: G12, G13 Martingale Numéraire Probability space Stochastic Processes change of numeraire fundamental theorem of asset pricing local martingale stochastic process superreplication

Bibliographic information