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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
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 30 de octubre de 2021 |
| ISBN13 | 9781470460143 |
| Editores | American Mathematical Society |
| Páginas | 309 |
| Dimensiones | 150 × 220 × 20 mm · 497 g (Peso (estimado)) |
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