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The Mathematics of Arbitrage
Overview of attention for book
Table of Contents
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Book Overview
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Chapter 1
The Story in a Nutshell
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Chapter 2
Models of Financial Markets on Finite Probability Spaces
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Chapter 3
Utility Maximisation on Finite Probability Spaces
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Chapter 4
Bachelier and Black-Scholes
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Chapter 5
The Kreps-Yan Theorem
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Chapter 6
The Dalang-Morton-Willinger Theorem
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Chapter 7
A Primer in Stochastic Integration
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Chapter 8
Arbitrage Theory in Continuous Time: an Overview
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Chapter 9
A General Version of the Fundamental Theorem of Asset Pricing (1994)
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Chapter 10
A Simple Counter-Example to Several Problems in the Theory of Asset Pricing (1998)
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Chapter 11
The No-Arbitrage Property under a Change of Numéraire (1995)
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Chapter 12
The Existence of Absolutely Continuous Local Martingale Measures (1995)
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Chapter 13
The Banach Space of Workable Contingent Claims in Arbitrage Theory (1997)
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Chapter 14
The Fundamental Theorem of Asset Pricingfor Unbounded Stochastic Processes (1998)
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Chapter 15
A Compactness Principle for Bounded Sequences of Martingales with Applications (1999)
Overall attention for this book and its chapters
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Mentioned by
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syllabi
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institution with syllabi
wikipedia
3
Wikipedia pages
Citations
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187
Dimensions
Readers on
mendeley
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Mendeley
Book overview
1. The Story in a Nutshell
2. Models of Financial Markets on Finite Probability Spaces
3. Utility Maximisation on Finite Probability Spaces
4. Bachelier and Black-Scholes
5. The Kreps-Yan Theorem
6. The Dalang-Morton-Willinger Theorem
7. A Primer in Stochastic Integration
8. Arbitrage Theory in Continuous Time: an Overview
9. A General Version of the Fundamental Theorem of Asset Pricing (1994)
10. A Simple Counter-Example to Several Problems in the Theory of Asset Pricing (1998)
11. The No-Arbitrage Property under a Change of Numéraire (1995)
12. The Existence of Absolutely Continuous Local Martingale Measures (1995)
13. The Banach Space of Workable Contingent Claims in Arbitrage Theory (1997)
14. The Fundamental Theorem of Asset Pricingfor Unbounded Stochastic Processes (1998)
15. A Compactness Principle for Bounded Sequences of Martingales with Applications (1999)
Summary
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Syllabi
Wikipedia
Dimensions citations
This data is correct as of December 2015 - for more up to date information, please visit
https://opensyllabus.org/
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syllabus from an institution on Open Syllabus Project.
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Course subject areas covered
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Economics, Business, Engineering, Area and Ethnic Studies