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
