Author | : Freddy Delbaen |

File Size | : 47,9 Mb |

Publisher | : Springer Science & Business Media |

Language | : English |

Release Date | : 14 February 2006 |

ISBN | : 3540312994 |

Pages | : 371 pages |

## The Mathematics of Arbitrage by Freddy Delbaen Book PDF 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.