The mathematics of arbitrage / Freddy Delbaen, Walter Schachermeyer.
By: Delbaen, Freddy.
Contributor(s): Schachermayer, Walter.
Material type:
TextSeries: Springer finance. Publisher: Berlin ; New York, NY : Springer, c2006Description: xvi, 373 p., E 74.95 25 cm.ISBN: 3540219927 (hard cover : alk. paper); 9783540219927 (hard cover : alk. paper).Subject(s): Arbitrage -- Mathematical models | Derivative securities -- Prices -- Mathematical models | Hedging (Finance)DDC classification: 332.64/5 Online resources: Publisher description | Contributor biographical information | Table of contents only
| Item type | Current location | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|
| Book | Chennai Mathematical Institute General Stacks | 332.645 DEL (Browse shelf) | Available | 8798 |
Total holds: 0
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| 332.632 CUT Derivative Pricing in discrete time. | 332.632 FAB The handbook of fixed income securities | 332.645 BAC Louis Bachelier's theory of speculation : the origins of modern finance / | 332.645 DEL The mathematics of arbitrage / | 332.645 SRI Derivatives and risk management / | 332.645 VAN Binomial models in finance / | 332.647 CHA An introduction to derivatives and risk management / |
Includes bibliographical references (p. [359]-373).