Delbaen, Freddy. <br/><br/>
The Mathematics of Arbitrage  [electronic resource] / 
by Freddy Delbaen, Walter Schachermayer. 
 - XVI, 371 p.  online resource. 
 - Springer Finance .
 - Springer Finance .
<br/><br/>A Guided Tour to Arbitrage Theory -- The Story in a Nutshell -- Models of Financial Markets on Finite Probability Spaces -- Utility Maximisation on Finite Probability Spaces -- Bachelier and Black-Scholes -- The Kreps-Yan Theorem -- The Dalang-Morton-Willinger Theorem -- A Primer in Stochastic Integration -- Arbitrage Theory in Continuous Time: an Overview -- The Original Papers -- A General Version of the Fundamental Theorem of Asset Pricing (1994) -- A Simple Counter-Example to Several Problems in the Theory of Asset Pricing (1998) -- The No-Arbitrage Property under a Change of Numéraire (1995) -- The Existence of Absolutely Continuous Local Martingale Measures (1995) -- The Banach Space of Workable Contingent Claims in Arbitrage Theory (1997) -- The Fundamental Theorem of Asset Pricingfor Unbounded Stochastic Processes (1998) -- A Compactness Principle for Bounded Sequences of Martingales with Applications (1999). 
<br/><br/><label>ISBN: </label>9783540312994 
<br/><br/><label>Standard No.: </label>10.1007/978-3-540-31299-4  doi 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Mathematics.<br/>Finance.<br/>Functional analysis.<br/>Operator theory.<br/>Economics, Mathematical.<br/>Probabilities.<br/>Mathematics.<br/>Quantitative Finance.<br/>Probability Theory and Stochastic Processes.<br/>Operator Theory.<br/>Functional Analysis.<br/>Finance, general.
<br/><br/><label>Index Terms--Genre/Form: </label><br/>Electronic books.
<br/><br/><label>LC Class. No.: </label>HB135-147 
<br/><br/><label>Dewey Class. No.: </label>519