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The Mathematics of Arbitrage

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Cover of 'The Mathematics of Arbitrage'

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)
Attention for Chapter 9: A General Version of the Fundamental Theorem of Asset Pricing (1994)
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Chapter title
A General Version of the Fundamental Theorem of Asset Pricing (1994)
Chapter number 9
Book title
The Mathematics of Arbitrage
Published by
Springer, Berlin, Heidelberg, January 2006
DOI 10.1007/978-3-540-31299-4_9
Book ISBNs
978-3-54-021992-7, 978-3-54-031299-4
Authors

Freddy Delbaen, Walter Schachermayer

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