- Author : Freddy Delbaen
- Release Date : 14 February 2006
- Publisher : Springer Science & Business Media
- Genre : Mathematics
- Pages : 371
- ISBN 13 : 3540312994
The Mathematics of Arbitrage Book Summary
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.