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About this product
- DescriptionPresents a mathematical treatment of the theory of pricing and hedging of derivative securities by the principle of no arbitrage. This title consists of seven papers, which analyzes the topic in the general framework of semi-martingale theory.
- Author BiographyWalter Schachermeyer, born in 1950 in Linz, Austria, has received--as the first mathematician--the 1998 Wittgenstein Award, Austria's highest honor for scienctific achievement. Since 1998 he holds the Chair for Actuarial and Financial Mathematics at the Vienna University of Technolgoy. Among his achievements is the proof of the Fundamental Theorem of Asset Pricing in its general form, which was done in joint work with Freddy Delbaen. Freddy Delbaen, born in 1946 in Duffel/Antwerpen, Belgium, is Professor for Financial Mathematics at the ETH in Zurich since 1995.
- Author(s)Freddy Delbaen,Walter Schachermayer
- PublisherSpringer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Date of Publication16/12/2005
- GenreFinance & Accounting
- Series TitleSpringer Finance
- Place of PublicationBerlin
- Country of PublicationGermany
- ImprintSpringer-Verlag Berlin and Heidelberg GmbH & Co. K
- Content Notebiography
- Weight724 g
- Width156 mm
- Height234 mm
- Spine22 mm
- Format DetailsLaminated cover
- Edition Statement1st ed. 2006. 2nd printing 2008
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