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＜E-Book＞
The Mathematics of Arbitrage / by Freddy Delbaen, Walter Schachermayer
(Springer Finance. ISSN:21950687)

Edition	1st ed. 2006.
Publisher	(Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer)
Year	2006
Language	English
Size	XVI, 371 p : online resource
Authors	*Delbaen, Freddy author Schachermayer, Walter author SpringerLink (Online service)
Subjects	LCSH:Social sciences -- Mathematics  All Subject Search LCSH:Probabilities LCSH:Operator theory LCSH:Functional analysis LCSH:Finance FREE:Mathematics in Business, Economics and Finance FREE:Probability Theory FREE:Operator Theory FREE:Functional Analysis FREE:Financial Economics
Notes	A Guided Tour to Arbitrage Theory -- The Story in a Nutshell -- Models of Financial Markets on Finite Probability Spaces -- Utility Maximisation on Finite Probability Spaces -- Bachelier and Black-Scholes -- The Kreps-Yan Theorem -- The Dalang-Morton-Willinger Theorem -- A Primer in Stochastic Integration -- Arbitrage Theory in Continuous Time: an Overview -- The Original Papers -- A General Version of the Fundamental Theorem of Asset Pricing (1994) -- A Simple Counter-Example to Several Problems in the Theory of Asset Pricing (1998) -- The No-Arbitrage Property under a Change of Numéraire (1995) -- The Existence of Absolutely Continuous Local Martingale Measures (1995) -- The Banach Space of Workable Contingent Claims in Arbitrage Theory (1997) -- The Fundamental Theorem of Asset Pricingfor Unbounded Stochastic Processes (1998) -- A Compactness Principle for Bounded Sequences of Martingales with Applications (1999) HTTP:URL=https://doi.org/10.1007/978-3-540-31299-4

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