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Portfolio Theory and Arbitrage: A Course in Mathematical Finance - Graduate Studies in Mathematics Ioannis Karatzas
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Portfolio Theory and Arbitrage: A Course in Mathematical Finance - Graduate Studies in Mathematics
Ioannis Karatzas
Develops a mathematical theory for finance, based on a simple and intuitive absence-of-arbitrage principle. This posits that it should not be possible to fund a non-trivial liability, starting with initial capital arbitrarily near zero.
309 pages
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2021. gada 30. oktobris |
| ISBN13 | 9781470460143 |
| Izdevēji | American Mathematical Society |
| Lapas | 309 |
| Izmēri | 150 × 220 × 20 mm · 497 g (Svars (aptuveni)) |
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