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arbitrage的数学原理

English | PDF | 2006 | 377 Pages | ISBN : 3540219927 | 3.4 MB

Proof of the "Fundamental Theorem of Asset Pricing" in its general form by Delbaen and Schachermayer was a milestone in the history of modern mathematical finance and now forms the cornerstone of this book.

Puts into book format a series of major results due mostly to the authors of this book.

Embeds highest-level research results into a treatment amenable to graduate students, with introductory, explanatory background.

Awaited in the quantitative finance community.


证明戴布尔和施查迈耶在一般形式下的“资产定价基本定理”是现代金融数学史上的一个里程碑,目前已成为这本书的基石。 将书本格式整理了一系列主要成果,这些成果大多归功于本书作者。 以易于研究生理解的方式嵌入了最高水平的研究结果,并附有基础性介绍和解释背景。 在量化金融界备受期待。
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