剧情简介:This long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities by the principle of 'no arbitrage'. The first part presents a relatively elementary introduction, restricting itself to the case of finite probability spaces. The second part consists of an updated edition of seven original research papers by the author...(展开全部)
作者:Freddy Delbaen
出版社:Springer
ISBN:9783540219927