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Author: Constantinos Kardaras View as:     Display per page

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9781470465988 Academic Inspection Copy
  • Portfolio Theory and Arbitrage

  • A Course in Mathematical Finance
  • This book develops a mathematical theory for finance, based on a simple and intuitive absence-of-arbitrage principle. This posits that it should not be possible to fund a non-trivial liability, starting with initial capital arbitrarily near zero. The principle is easy-to-test in specific models, as it is described in terms of the underlying market ......
  • ISBN-13: 9781470465988 (Paperback)
  • Publisher: AMERICAN MATHEMATICAL SOCIETY
    Imprint: AMERICAN MATHEMATICAL SOCIETY
  • Price:
    AUD $219.00
  • Stock: 0 in stock
  • Local release date: 29/05/2022
  • Availability: This book is temporarily out of stock, order will be despatched as soon as fresh stock is received.
  • Categories: Probability & statistics [PBT]Applied mathematics [PBW]
Page 1 of 1 (1 items)